Primal-dual Interior-point Algorithm for Lo Based on a New Kernel Function
نویسندگان
چکیده
Based on a new kernel function, a large-update primal-dual interior-point algorithm for solving linear optimization is proposed. The kernel function is used both for determining the search directions and for measuring the distance between the given iterate and the μ-center for the algorithm. By using several new technical lemmas, the iteration complexity bound as O( √ n log n log nε ) is obtained, which coincides with the currently best iteration complexity bounds for large-update methods. In addition, we present some preliminary numerical results.
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تاریخ انتشار 2016