Improved Full Newton-Step Infeasible Interior-Point Methods for LO and LCP

Document Type

Presentation

Presentation Date

7-13-2014

Abstract or Description

An improved version of an infeasible full Newton-step interior-point method for linear optimization is considered. In the earlier version, each iteration consisted of one infeasibility step and a few centering steps while in this version each iteration consists of only an infeasibility step. This improvement has been achieved by a much tighter estimate of the proximity measure after a feasibility step. However, the best iteration bounds known for these types methods are still achieved. Next, generalizations of the improved method to linear complementarity problems are considered.

Sponsorship/Conference/Institution

International Federation of Operational Research Societies Annual Conference (IFORS)

Location

Barcelona, Spain

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