Journal
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING
Volume 51, Issue 1-2, Pages 209-225Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s12190-015-0900-z
Keywords
Linear programming; Infeasible-interior-point method; Arc-search; Wide neighborhood; Complexity
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In this paper, we propose an arc-search infeasible-interior-point method for linear programming. The proposed algorithm is based on a wide neighborhood of the central path and searches the optimizers along the ellipses that approximate the entire the central path. We also establish polynomial complexity of the proposed algorithm. Finally, numerical experiments show that the proposed algorithm is efficient and reliable.
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