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AN ELIGIBLE KERNEL BASED PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION
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  • Journal title : Honam Mathematical Journal
  • Volume 35, Issue 2,  2013, pp.235-249
  • Publisher : The Honam Mathematical Society
  • DOI : 10.5831/HMJ.2013.35.2.235
 Title & Authors
AN ELIGIBLE KERNEL BASED PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION
Cho, Gyeong-Mi;
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 Abstract
It is well known that each kernel function defines primal-dual interior-point method (IPM). Most of polynomial-time interior-point algorithms for linear optimization (LO) are based on the logarithmic kernel function ([9]). In this paper we define new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has and iteration complexity for large- and small-update methods, respectively. These are currently the best known complexity results for such methods.
 Keywords
primal-dual interior point method;kernel function;complexity;polynomial algorithm;linear optimization;
 Language
English
 Cited by
 References
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