Infeasible interior-point methods for linear optimization based on large neighborhood

A Asadi, C Roos

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

Abstract

In this paper, we design a class of infeasible interior-point methods for linear optimization based on large neighborhood. The algorithm is inspired by a full-Newton step infeasible algorithm with a linear convergence rate in problem dimension that was recently proposed by the second author. Unfortunately, despite its good numerical behavior, the theoretical convergence rate of our algorithm is worse up to square root of problem dimension.
Original languageEnglish
Pages (from-to)1-29
Number of pages29
JournalJournal of Optimization Theory and Applications
Volume170
Issue number2
DOIs
Publication statusPublished - 2015

Keywords

  • Linear optimization
  • Oolynomial algorithms
  • Primal-dual infeasble interior-point methods

Fingerprint Dive into the research topics of 'Infeasible interior-point methods for linear optimization based on large neighborhood'. Together they form a unique fingerprint.

Cite this