Mathematical Sciences: Faculty Presentations (1991-2022)
A Class of Large- and Small - Update Primal-Dual Interior-Point Algorithms for Linear Optimization
Document Type
Presentation
Presentation Date
11-13-2005
Copyright
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Abstract or Description
A class of large- and small- update primal-dual interior-point point algorithms for linear optimization is presented. The calculation of the search direction is based on new kernel function. The kernel function is an extension of the self-regular function; however it is not self-regular due to the fact that its growth term increases linearly. We develop new analysis tools that are used in complexity analysis of the algorithms and obtain favorable polynomial complexity bounds.
Sponsorship/Conference/Institution
Institute for Operations Research and the Management Sciences Annual Conference (INFORMS)
Location
San Francisco, CA
Recommended Citation
Lesaja, Goran.
2005.
"A Class of Large- and Small - Update Primal-Dual Interior-Point Algorithms for Linear Optimization."
Mathematical Sciences: Faculty Presentations (1991-2022).
Presentation 300.
https://digitalcommons.georgiasouthern.edu/math-sci-facpres/300
