Infeasible interior-point methods for linear optimization based on large neighborhood

A Asadi; C Roos

doi:10.1007/s10957-015-0826-5

Infeasible interior-point methods for linear optimization based on large neighborhood

A Asadi, C Roos

Research output: Contribution to journal › Article › Scientific › peer-review

4 Citations (Scopus)

Abstract

In this paper, we design a class of infeasible interior-point methods for linear optimization based on large neighborhood. The algorithm is inspired by a full-Newton step infeasible algorithm with a linear convergence rate in problem dimension that was recently proposed by the second author. Unfortunately, despite its good numerical behavior, the theoretical convergence rate of our algorithm is worse up to square root of problem dimension.

Original language	English
Pages (from-to)	1-29
Number of pages	29
Journal	Journal of Optimization Theory and Applications
Volume	170
Issue number	2
DOIs	https://doi.org/10.1007/s10957-015-0826-5
Publication status	Published - 2015

Keywords

Linear optimization
Oolynomial algorithms
Primal-dual infeasble interior-point methods

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10.1007/s10957-015-0826-5

Cite this

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abstract = "In this paper, we design a class of infeasible interior-point methods for linear optimization based on large neighborhood. The algorithm is inspired by a full-Newton step infeasible algorithm with a linear convergence rate in problem dimension that was recently proposed by the second author. Unfortunately, despite its good numerical behavior, the theoretical convergence rate of our algorithm is worse up to square root of problem dimension.",

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AU - Roos, C

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AB - In this paper, we design a class of infeasible interior-point methods for linear optimization based on large neighborhood. The algorithm is inspired by a full-Newton step infeasible algorithm with a linear convergence rate in problem dimension that was recently proposed by the second author. Unfortunately, despite its good numerical behavior, the theoretical convergence rate of our algorithm is worse up to square root of problem dimension.

KW - Linear optimization

KW - Oolynomial algorithms

KW - Primal-dual infeasble interior-point methods

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JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

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ER -

Infeasible interior-point methods for linear optimization based on large neighborhood

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