Journal of Optimization Theory and Applications · 2009 · 19 citations · 9 references
Mathematical ProgrammingNumerical AnalysisFull-newton Step OEngineeringContinuous OptimizationConvex OptimizationFeasibility StepDerivative-free OptimizationInverse ProblemsQuadratic OptimizationNonlinear OptimizationUnconstrained OptimizationNondifferentiable OptimizationNatural Feasibility StepLinear Optimization
We present several improvements of the full-Newton step infeasible interior-point method for linear optimization introduced by Roos (SIAM J. Optim. 16(4):1110–1136, 2006). Each main step of the method consists of a feasibility step and several centering steps. We use a more natural feasibility step, which targets the μ +-center of the next pair of perturbed problems. As for the centering steps, we apply a sharper quadratic convergence result, which leads to a slightly wider neighborhood for the feasibility steps. Moreover, the analysis is much simplified and the iteration bound is slightly better.
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