Complexity analysis and numerical implementation of a full-Newton step interior-point algorithm for LCCO

In this paper, we present a primal-dual interior point algorithm for linearly constrained convex optimization (LCCO). The algorithm uses only full-Newton step to update iterates with an appropriate proximity measure for controlling feasible iterations near the central path during the solution proces...

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Vydané v:	Numerical algorithms Ročník 70; číslo 2; s. 393 - 405
Hlavní autori:	Achache, Mohamed, Goutali, Moufida
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.10.2015 Springer Nature B.V
Predmet:	Algebra Algorithms Complexity Computer Science Convexity Numeric Computing Numerical Analysis Optimization Original Paper Polynomials Theory of Computation Interior point methods 90C51 Linearly constrained convex optimization Short-step primal-dual algorithms 90C25 Complexity of algorithms
ISSN:	1017-1398, 1572-9265
On-line prístup:	Získať plný text
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