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http://dx.doi.org/10.4134/BKMS.b151016

AN ADAPTIVE PRIMAL-DUAL FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION  

Asadi, Soodabeh (Department of Applied Mathematics Faculty of Mathematical Sciences Shahrekord University)
Mansouri, Hossein (Department of Applied Mathematics Faculty of Mathematical Sciences Shahrekord University)
Zangiabadi, Maryam (Department of Applied Mathematics Faculty of Mathematical Sciences Shahrekord University)
Publication Information
Bulletin of the Korean Mathematical Society / v.53, no.6, 2016 , pp. 1831-1844 More about this Journal
Abstract
In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.
Keywords
linear optimization; infeasible interior-point method; central path; adaptive updating;
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