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Optimization and Engineering
Erschienen in: Optimization and Engineering 1/2020

29.03.2019 | Research Article

An efficient primal-dual interior point method for linear programming problems based on a new kernel function with a finite exponential-trigonometric barrier term

verfasst von: S. Fathi-Hafshejani, M. Reza Peyghami, A. Fakharzadeh Jahromi

Erschienen in: Optimization and Engineering | Ausgabe 1/2020

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Abstract

In this paper, we first propose a new finite exponential-trigonometric kernel function that has finite value at the boundary of the feasible region. Then by using some simple analysis tools, we show that the new kernel function has exponential convexity property. We prove that the large-update primal-dual interior-point method based on this kernel function for solving linear optimization problems has \(O\left( \sqrt{n}\log n\log \frac{n}{\epsilon }\right)\) iteration bound in the worst case when the barrier parameter is taken large enough. Moreover, the numerical results reveal that the new finite exponential-trigonometric kernel function has better results than the other kernel functions.
Vorheriger Artikel Semi-automatically optimized calibration of internal combustion engines
Nächster Artikel Direct plastic structural design under lognormally distributed strength by chance constrained programming

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Metadaten
Titel
An efficient primal-dual interior point method for linear programming problems based on a new kernel function with a finite exponential-trigonometric barrier term
verfasst von
S. Fathi-Hafshejani
M. Reza Peyghami
A. Fakharzadeh Jahromi
Publikationsdatum
29.03.2019
Verlag
Springer US
Erschienen in
Optimization and Engineering / Ausgabe 1/2020
Print ISSN: 1389-4420
Elektronische ISSN: 1573-2924
DOI
https://doi.org/10.1007/s11081-019-09436-3

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