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Article Dans Une Revue Communications in Mathematics Année : 2020

A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound

Benhadid Ayache
  • Fonction : Auteur correspondant
Saoudi Khaled
  • Fonction : Auteur

Résumé

In this paper, we propose a large-update primal-dual interior point algorithm for linear optimization. The method is based on a new class of kernel functions which differs from the existing kernel functions in which it has a double barrier term. The investigation according to it yields the best known iteration bound O n log ( n ) log ( n ∈ ) \sqrt n \log (n)\log \left( {{n \over \in }} \right) for large-update algorithm with the special choice of its parameter m and thus improves the iteration bound obtained in Bai et al. [2] for large-update algorithm.
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Dates et versions

hal-03664979 , version 1 (11-05-2022)

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Paternité - Pas d'utilisation commerciale - Pas de modification

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Benhadid Ayache, Saoudi Khaled. A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound. Communications in Mathematics, 2020, Volume 28 (2020), Issue 1 (1), pp.27 - 41. ⟨10.2478/cm-2020-0003⟩. ⟨hal-03664979⟩
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