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A Modified Full-Newton Step Infeasible Interior-Point Algorithm For Linear Optimization

Author

Listed:
  • B. KHEIRFAM

    (Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran)

  • K. AHMADI

    (Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran)

  • F. HASANI

    (Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran)

Abstract

We present a full-Newton step infeasible interior-point algorithm based on a new search direction. The algorithm decreases the duality gap and the feasibility residuals at the same rate. During this algorithm we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Each main iteration of the algorithm consists of a feasibility step and some centering steps. We show that the algorithm converges and finds an approximate solution in a polynomial time complexity. A numerical study is done for its numerical performance.

Suggested Citation

  • B. Kheirfam & K. Ahmadi & F. Hasani, 2013. "A Modified Full-Newton Step Infeasible Interior-Point Algorithm For Linear Optimization," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 30(06), pages 1-17.
    • Handle: RePEc:wsi:apjorx:v:30:y:2013:i:06:n:s0217595913500279
    DOI: 10.1142/S0217595913500279
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