An infeasible interior-point algorithm with full-Newton step for linear optimization

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The linear optimization problem in the standard form with linear equality constraints and its dual are considered. For solving the problems, the authors propose a primal-dual infeasible interior-point algorithm that uses a feasibility step different from that one used by \textit{C. Roos} [SIAM J. Optim. 16, No. 4, 1110--1136 (2006; Zbl 1131.90029)]. The new feasibility step proposed by the authors contains as a special case the feasibility step proposed by \textit{H. Mansouri} and \textit{C. Roos} [Optim. Methods Softw. 22, No. 3, 519--530 (2007; Zbl 1186.90077)]. The authors obtain the same order of iteration complexity as in the paper by Roos.




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