A Scaled Central Path for Linear Optimization

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Abstract:

The central path is the most important in the design of interior-point algorithm for linear optimization. By an equivalence reformulation for the classical Newton direction, we give a new scaled central path, from which a new search direction is obtained. We derive the complexity bound for the full-step interior point algorithm based on this searching direction and the resulting complexity bound is the best-known for linear optimization.

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Periodical:

Advanced Materials Research (Volumes 204-210)

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683-686

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Online since:

February 2011

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© 2011 Trans Tech Publications Ltd. All Rights Reserved

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DOI: 10.1007/bf01581702

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DOI: 10.1515/9781400825134

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