A new kernel function yielding the best known iteration bounds for primal-dual interior-point algorithms

Author:

Bai Yan Qin,Guo Jin Li,Roos Cornelis

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics

Reference8 articles.

1. Peng, J., Roos, C., Terlaky, T.: A new and efficient large-update interior-point method for linear optimization. Journal of Computational Technologies, 6(4), 61–80 (2001)

2. Bai, Y. Q., Ghami, M. E., Roos, C.: A comparative study of kernel functions for primal-dual interior-point algorithms in linear optimization. SIAM Journal on Optimization, 15(1), 101–128 (2004)

3. Peng, J., Roos, C., Terlaky, T.: Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms, Princeton University Press, 2002

4. Bai, Y. Q., Ghami, M. E., Roos, C.: A new efficient large-update primal-dual interior-point method based on a finite barrier. SIAM Journal on Optimization, 13(3), 766–782 (electronic) (2003)

5. Lecture Notes in Control and Information Sciences;G. Sonnevend,1986

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