Bull. Korean Math. Soc. 2016; 53(6): 1831-1844
Online first article September 29, 2016 Printed November 30, 2016
https://doi.org/10.4134/BKMS.b151016
Copyright © The Korean Mathematical Society.
Soodabeh Asadi, Hossein Mansouri, and Maryam Zangiabadi
Shahrekord University, Shahrekord University, Shahrekord University
In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. \cite{Arzani}. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter $\theta$. This value is adapted with the value of proximity function $\delta$ related to $(x\k y\k s)$ in current iteration of the algorithm. We derive a suitable interval to change the parameter $\theta$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that $\theta$ takes a default fixed value.
Keywords: linear optimization, infeasible interior-point method, central path, adaptive updating
MSC numbers: 90C51, 90C05, 49M15
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