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Complexity of primal-dual interior-point algorithm for linear programming based on a new class of kernel functions

Safa GuerdouhWided ChikoucheImene TouilAdnan Yassine — 2023

Kybernetika

In this paper, we first present a polynomial-time primal-dual interior-point method (IPM) for solving linear programming (LP) problems, based on a new kernel function (KF) with a hyperbolic-logarithmic barrier term. To improve the iteration bound, we propose a parameterized version of this function. We show that the complexity result meets the currently best iteration bound for large-update methods by choosing a special value of the parameter. Numerical experiments reveal that the new KFs have better...

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