Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
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AN ADAPTIVE PRIMAL-DUAL FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION

  • Asadi, Soodabeh (Department of Applied Mathematics Faculty of Mathematical Sciences Shahrekord University) ;
  • Mansouri, Hossein (Department of Applied Mathematics Faculty of Mathematical Sciences Shahrekord University) ;
  • Zangiabadi, Maryam (Department of Applied Mathematics Faculty of Mathematical Sciences Shahrekord University)
  • Received : 2015.12.10
  • Published : 2016.11.30
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Abstract

In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

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References

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