Search

Showing total 1 results

Refine your results

1 results

1. A new kernel function yielding the best known iteration bounds for primal-dual interior-point algorithms.

Author

Yan Qin Bai, Jin Li Guo, and Roos, Cornelis

Subjects
*KERNEL functions, *ALGORITHMS, *MATHEMATICAL optimization, *NUMERICAL analysis, *MATHEMATICAL analysis
Abstract

Kernel functions play an important role in defining new search directions for primal-dual interior-point algorithm for solving linear optimization problems. In this paper we present a new kernel function which yields an algorithm with the best known complexity bound for both large- and small-update methods. [ABSTRACT FROM AUTHOR]

Published
2009
Full Text
View/download PDF