A new parameterized kernel function for LO yielding the best known iteration bound for a large-update interior point algorithm
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s13370-015-0363-2.pdf
Reference8 articles.
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2. Bai, Y.Q., El Ghami, M., Roos, C.: A comparative study of kernel functions for primal-dual interior point algorithms in linear optimization. SIAM J. Optim. 15(1), 101–128 (2004)
3. Bai, Y.Q., Wang, G.Q., Roos, C.: A new kernel function yielding the best known iteration bounds for primal-dual interior point method. Acta Math. Sinica 25(12), 2169–2178 (2009)
4. El Ghami, M., Ivanov, I., Melissen, J.B.M., Roos, C., Steihaug, T.: A polynomial-time algorithm for linear optimization based on a new class of kernel functions. J. Comput. Appl. Math. 224, 500–513 (2009)
5. Peng, J., Roos, C., Terlaky, T.: Self-regular functions and new search directions for linear and semidefinite optimization. Math. Program. 93, 129–171 (2002)
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