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Reviewed by Ji-Ming Peng References

By Mr (d: C (c, Y. Q. [bai, Cornelis (nl-delfit, E. D. Andersen, J. Gondzio and X. Xu


A new efficient large-update primal-dual interior-point method based on a finite barrier. (English summary) SIAM J. Optim. 13 (2002), no. 3, 766–782 (electronic) (2003). It is well known that interior-point methods (IPMs) are closely associated with various barrier functions for the constraint cone. In this paper, the authors consider a specific function that does not have the usual barrier properties of common functions in the literature, and use it to compute search directions and keep control on the update of the iterate. It is proved that the complexity of the proposed IPM with large-updates matches the best known complexity results for large-update IPMs

Topics: Programming, Interior Point and Related Methods, N. Megiddo, ed, Springer-Verlag, New York, 1989, pp. 131–158. MR0982720 (90c, 90147) 7. S. Mehrotra and Y. Ye, On finding the optimal facet of linear programs, Math. Program, 62
Year: 2013
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