Generic Primal-dual Interior Point Methods Based on a New Kernel Function
M. EL Ghami, C. Roos (2008)
RAIRO - Operations Research
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In this paper we present a generic primal-dual interior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in [2]. We show that the corresponding large-update algorithm improves the iteration complexity with a factor when compared with the method based on the use of...