Improved full-Newton step \(O(nL)\) infeasible interior-point method for linear optimization (Q987511)

The authors describe some improvements of the full-Newton step infeasible interior-point method (IIPM) for linear optimization introduced by C. Roos in 2006. The improved full-Newton step IIPM for linear optimization described in this paper can be seen as a homotopy method and has many interesting properties. The main characteristics of the introduced method are: 1. it uses full steps; 2. the iterates lie in the quadratic convergence neighborhood with respect to some perturbed problems; 3. during the solution process the feasibility and optimality are improved at the same rate; 4. the iteration bound is the same with the curently best-known bound for IIPMs.