Volume 6 Number 10 (Oct. 2011)
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JSW 2011 Vol.6(10): 2029-2035 ISSN: 1796-217X
doi: 10.4304/jsw.6.10.2029-2035

A full-Newton step interior-point algorithm based on modified-Newton direction

Lipu Zhang1, 2, Yinghong Xu3

1Department of Mathematics, Zhejiang A&F University, Zhejiang, 311300, China
2Department of Mathematics, Shanghai University, Shanghai, 200444, China
3Department 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.

Index Terms—complexity analysis, linear optimization, interior-point algorithm, modified-Newton direction.

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Cite: Lipu Zhang, 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.

General Information

ISSN: 1796-217X (Online)
Frequency:  Quarterly
Editor-in-Chief: Prof. Antanas Verikas
Executive Editor: Ms. Yoyo Y. Zhou
Abstracting/ Indexing: DBLP, EBSCO, CNKIGoogle Scholar, ProQuest, INSPEC(IET), ULRICH's Periodicals Directory, WorldCat, etc
E-mail: jsw@iap.org
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