Scholars Bulletin (SB)
Volume-2 | Issue-08 | Sch. Bull.; 2016, 2(8): 505-510
Research Article
Alarge-Update Primal-Dual Interior-Point Algorithm for Linear Optimization Problem Based on a Trigonometric Kernel Function
Roya Vaziri Doghezlou, Nasim Khoonkari, Alireza Fakharzadeh Jahromi
Published : Aug. 28, 2016
Abstract
Abstract: In this paper, an interior point algorithm for linear optimization problem based on a kernel function which has trigonometric function in its barrier term is proposed. By means of some simple analysis tools, we show that our algorithm in large neighborhood of the central path has the best known iteration complexity bound.