Journal of the Korean Society for Industrial and Applied Mathematics

  • 제13권1호
  • /
  • Pages.41-53
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  • 2009
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  • 1226-9433(pISSN)
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  • 1229-0645(eISSN)
한국산업응용수학회 (Korean Society for Industrial and Applied Mathematics)
권호 표지

A NEW PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi (DEPARTMENT OF MULTIMEDIA ENGINEERING, DONGSEO UNIVERSITY)
  • 투고 : 2009.02.10
  • 심사 : 2009.03.06
  • 발행 : 2009.03.25
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초록

A primal-dual interior point method(IPM) not only is the most efficient method for a computational point of view but also has polynomial complexity. Most of polynomialtime interior point methods(IPMs) are based on the logarithmic barrier functions. Peng et al.([14, 15]) and Roos et al.([3]-[9]) proposed new variants of IPMs based on kernel functions which are called self-regular and eligible functions, respectively. In this paper we define a new kernel function and propose a new IPM based on this kernel function which has $O(n^{\frac{2}{3}}log\frac{n}{\epsilon})$ and $O(\sqrt{n}log\frac{n}{\epsilon})$ iteration bounds for large-update and small-update methods, respectively.

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참고문헌

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