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 language | English |
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Pages (from-to) | 1-29 |
Number of pages | 29 |
Journal | Journal of Optimization Theory and Applications |
Volume | 170 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2015 |
Keywords
- Linear optimization
- Oolynomial algorithms
- Primal-dual infeasble interior-point methods