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A Modified Infeasible-Interior-Point Algorithm for Linear Optimization Problems

Author

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  • H. Mansouri

    (Shahrekord University)

  • M. Zangiabadi

    (Shahrekord University)

  • M. Arzani

    (Shahrekord University)

Abstract

In this paper, we present an improved version of the infeasible-interior-point method for linear optimization introduced by Roos (SIAM J Optim 16(4):1110–1136, 2006). Each main step of Roos’s algorithm is composed of one feasibility step and several centering steps. By using a new search direction, we prove that it is enough to take only one step in order to obtain a polynomial-time method. The iteration bound coincides with the currently best iteration bound for linear optimization problems.

Suggested Citation

  • H. Mansouri & M. Zangiabadi & M. Arzani, 2015. "A Modified Infeasible-Interior-Point Algorithm for Linear Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 605-618, August.
    • Handle: RePEc:spr:joptap:v:166:y:2015:i:2:d:10.1007_s10957-015-0719-7
    DOI: 10.1007/s10957-015-0719-7
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    References listed on IDEAS

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    1. G. Gu & H. Mansouri & M. Zangiabadi & Y. Q. Bai & C. Roos, 2010. "Improved Full-Newton Step O(nL) Infeasible Interior-Point Method for Linear Optimization," Journal of Optimization Theory and Applications, Springer, vol. 145(2), pages 271-288, May.
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