COMPLEXITY ANALYSIS OF INTERIOR-POINT METHODS FOR LINEAR OPTIMIZATION BASED ON A NEW KERNEL FUNCTION WITH A TRIGONOMETRIC BARRIER TERM

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Published: 2015-06-10

Page: 1-9


SAMIR BOUALI *

Department of Mathematics and Informatics, University Ibn Tofail, Faculty of Sciences, B.P. 133 Kenitra 14000, Morocco.

*Author to whom correspondence should be addressed.


Abstract

In this paper, we present a new barrier function for primal-dual interior-point methods in linear optimization. This kernel function has a trigonometric barrier term. It is proved that the algorithm based on this new kernel function has O (n34log nϵ) iteration complexity for a large-update methods, for a small-update the algorithm has O(√n log nϵ), which coincide with the best known iteration bound for linear optimization.

Keywords: Linear optimization, primal-dual interior-point method, kernel function, polynomial complexity


How to Cite

BOUALI, S. (2015). COMPLEXITY ANALYSIS OF INTERIOR-POINT METHODS FOR LINEAR OPTIMIZATION BASED ON A NEW KERNEL FUNCTION WITH A TRIGONOMETRIC BARRIER TERM. Asian Journal of Mathematics and Computer Research, 5(1), 1–9. Retrieved from https://ikprress.org/index.php/AJOMCOR/article/view/137

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