Improved Full-Newton-Step Interior-Point Methods for LO and LCP
Location
Room 1909
Session Format
Paper Presentation
Research Area Topic:
Natural & Physical Sciences - Mathematics
Co-Presenters and Faculty Mentors or Advisors
Faculty Advisor: Dr. Goran Lesaja
Abstract
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 an infeasibilty step. However, the best iteration bounds known for these types of methods are still achieved. Next, a preliminary work on generalizations of the improved method to linear complementarity problems is considered.
Keywords
Linear optimization, Linear complementarity problems, Interior-point methods, Full-Newton-step, Polynomial complexity
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 License.
Presentation Type and Release Option
Presentation (Open Access)
Start Date
4-24-2015 9:30 AM
End Date
4-24-2015 10:30 AM
Recommended Citation
Ozen, Mustafa, "Improved Full-Newton-Step Interior-Point Methods for LO and LCP" (2015). GS4 Georgia Southern Student Scholars Symposium. 18.
https://digitalcommons.georgiasouthern.edu/research_symposium/2015/2015/18
Improved Full-Newton-Step Interior-Point Methods for LO and LCP
Room 1909
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 an infeasibilty step. However, the best iteration bounds known for these types of methods are still achieved. Next, a preliminary work on generalizations of the improved method to linear complementarity problems is considered.
