A Class of Large- and Small - Update Primal-Dual Interior-Point Algorithms for Linear Optimization

Document Type

Presentation

Presentation Date

11-13-2005

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

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