AN ELIGIBLE KERNEL BASED PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION Cho, Gyeong-Mi;
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 (). 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.
primal-dual interior point method;kernel function;complexity;polynomial algorithm;linear optimization;
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