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A PRIMAL-DUAL INTERIOR-POINT ALGORITHM BASED ON A NEW KERNEL FUNCTION
Published online by Cambridge University Press: 03 February 2011
Abstract
We propose a new primal-dual interior-point algorithm based on a new kernel function for linear optimization problems. New search directions and proximity functions are proposed based on the kernel function. We show that the new algorithm has and iteration bounds for large-update and small-update methods, respectively, which are currently the best known bounds for such methods.
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- Research Article
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- Copyright © Australian Mathematical Society 2011
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