Presentation Title

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, Co- Authors, Co-Researchers, Mentors, or Faculty 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

Presentation Type and Release Option

Presentation (Open Access)

Start Date

4-24-2015 9:30 AM

End Date

4-24-2015 10:30 AM

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Apr 24th, 9:30 AM Apr 24th, 10:30 AM

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.