A new search direction for full-Newton step infeasible interior-point method in linear optimization
In this work, we investigate a full Newton step infeasible interior-point method for linear optimization based on a new search direction which is obtained from an algebraic equivalent transformation of the central path system. Furthermore, we prove that the proposed method obtains an ε-optimal solut...
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| Format: | Article |
| Language: | English |
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Croatian Operational Research Society
2023-01-01
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| Series: | Croatian Operational Research Review |
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| Online Access: | https://hrcak.srce.hr/file/450050 |
| Summary: | In this work, we investigate a full Newton step infeasible interior-point method for linear optimization based on a new search direction which is obtained from an algebraic equivalent transformation of the central path system. Furthermore, we prove that the proposed method obtains an ε-optimal solution to the original problem in polynomial time. |
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| ISSN: | 1848-0225 1848-9931 |