Improved Full Newton-Step Infeasible Interior-Point Methods for LO and LCP
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.
International Federation of Operational Research Societies Annual Conference (IFORS)
"Improved Full Newton-Step Infeasible Interior-Point Methods for LO and LCP."
Mathematical Sciences Faculty Presentations.