Complexity analysis of a full-{N}ewton step interior-point method for linear optimization (Q1677554): Difference between revisions

This article presents a new method for calculating the central path in interior-point solution methods for linear programming and its performance is evaluated against known alternative approaches. The article begins with an overview of the literature of interior-point methods for solving linear programs and the key definitions and statement of the problem to be solved. This is followed by a section where the new function to calculate the search direction is presented and the associated new primal-dual optimization algorithm is described. The authors then consider in detail the convergence analysis of their algorithm and its performance is compared with existing methods. The article concludes with a section of numerical experiments and a list of relevant references.