Journal
OPTIMIZATION LETTERS
Volume 12, Issue 4, Pages 781-798Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s11590-017-1142-9
Keywords
Polynomial algorithm; Infeasible-interior-point method; Linear programming
Funding
- JSPS KAKENHI [15K00032]
- Grants-in-Aid for Scientific Research [15K00032] Funding Source: KAKEN
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Arc-search interior-point methods have been proposed to capture the curvature of the central path using an approximation based on ellipse. Yang et al. (J Appl Math Comput 51(1-2):209-225, 2016) proved that an arc-search algorithm has the computational order of . In this paper, we propose an arc-search infeasible-interior-point algorithms and discuss its convergence analysis. We improve the polynomial bound from to , which is at least as good as the best existing bound for infeasible-interior-point algorithms for linear programming. Numerical results indicate that the proposed method solved LP instances faster than the existing method.
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