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An infeasible interior-point algorithm with full-Newton step for linear optimization

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Abstract

Recently, Roos (SIAM J Optim 16(4):1110–1136, 2006) presented a primal-dual infeasible interior-point algorithm that uses full-Newton steps and whose iteration bound coincides with the best known bound for infeasible interior-point algorithms. In the current paper we use a different feasibility step such that the definition of the feasibility step in Mansouri and Roos (Optim Methods Softw 22(3):519–530, 2007) is a special case of our definition, and show that the same result on the order of iteration complexity can be obtained.

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Correspondence to Wenyu Sun.

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Liu, Z., Sun, W. An infeasible interior-point algorithm with full-Newton step for linear optimization. Numer Algor 46, 173–188 (2007). https://doi.org/10.1007/s11075-007-9135-x

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  • DOI: https://doi.org/10.1007/s11075-007-9135-x

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