doi: 10.4304/jsw.6.10.2029-2035
A full-Newton step interior-point algorithm based on modified-Newton direction
- 1 Department of Mathematics, Zhejiang A&F University, Zhejiang, 311300, China
- 2 Department of Mathematics, Shanghai University, Shanghai, 200444, China
- 3 Department of Mathematics, Zhejiang Sci-Tech University, Zhejiang 310018, China
Abstract
By a modification of the classic-Newton direction in scaled version for linear optimization, we give a new interior-point algorithm based on a very simple function. The algorithm uses full modified-Newton step, thus no need to perform line search. In the processing of the algorithm, the simple function is used to control the searching direction and measure the proximity of iterates to the central path. Moreover, the modified-Newton step used in the algorithm has local quadratic convergence property according to the proximity function. The iteration complexity is derived, and which is the best-known.
Keywords
- complexity analysis
- linear optimization
How to Cite
Lipu Zhang and Yinghong Xu, "A full-Newton step interior-point algorithm based on modified-Newton direction," Journal of Software, vol. 6, no. 10, pp. 2029-2035, 2011. https://doi.org/ 10.4304/jsw.6.10.2029-2035
Copyright & License
Copyright © 2011 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).