An interior-point algorithm for linear optimization based on a new barrier function (Q720625): Difference between revisions

The author proposes a new primal-dual interior-point algorithm for the following standard linear optimization problem \[ \min\{c^T x: Ax= b,x\geq 0\}. \] It is shown that the new algorithm has \(O(\sqrt{n}\log n\log{n\over\varepsilon})\) iteration bound for large-update and \(O(\sqrt{n}\log{n\over \varepsilon})\) for small-update methods which are currently the best known bounds, respectively. -- No numerical examples are given.