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Numerical Algorithms
Erschienen in: Numerical Algorithms 1/2020

17.12.2019 | Original Paper

A full-Newton step infeasible interior-point method based on a trigonometric kernel function without centering steps

verfasst von: Behrouz Kheirfam, Masoumeh Haghighi

Erschienen in: Numerical Algorithms | Ausgabe 1/2020

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Abstract

In this paper, a full-Newton step infeasible interior-point method for solving linear optimization problems is presented. In each iteration, the algorithm uses only one so-called feasibility step and computes the feasibility search directions by using a trigonometric kernel function with a double barrier term. Convergence of the algorithm is proved and it is shown that the complexity bound of the algorithm matches the currently best known iteration bound for infeasible interior-point methods. Finally, some numerical results are provided to illustrate the performance of the proposed algorithm.
Vorheriger Artikel A time two-grid algorithm based on finite difference method for the two-dimensional nonlinear time-fractional mobile/immobile transport model
Nächster Artikel An efficient method for computing the outer inverse through Gauss-Jordan elimination

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Metadaten
Titel
A full-Newton step infeasible interior-point method based on a trigonometric kernel function without centering steps
verfasst von
Behrouz Kheirfam
Masoumeh Haghighi
Publikationsdatum
17.12.2019
Verlag
Springer US
Erschienen in
Numerical Algorithms / Ausgabe 1/2020
Print ISSN: 1017-1398
Elektronische ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-019-00802-x

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