Keywords: Linear optimization; Kernel function; Interior point methods; Complexity bound
@article{COMIM_2020_28_1_a2,
author = {Ayache, Benhadid and Khaled, Saoudi},
title = {A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound},
journal = {Communications in Mathematics},
pages = {27--41},
year = {2020},
volume = {28},
number = {1},
mrnumber = {4124288},
zbl = {1465.90041},
language = {en},
url = {http://geodesic.mathdoc.fr/item/COMIM_2020_28_1_a2/}
}
TY - JOUR AU - Ayache, Benhadid AU - Khaled, Saoudi TI - A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound JO - Communications in Mathematics PY - 2020 SP - 27 EP - 41 VL - 28 IS - 1 UR - http://geodesic.mathdoc.fr/item/COMIM_2020_28_1_a2/ LA - en ID - COMIM_2020_28_1_a2 ER -
%0 Journal Article %A Ayache, Benhadid %A Khaled, Saoudi %T A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound %J Communications in Mathematics %D 2020 %P 27-41 %V 28 %N 1 %U http://geodesic.mathdoc.fr/item/COMIM_2020_28_1_a2/ %G en %F COMIM_2020_28_1_a2
Ayache, Benhadid; Khaled, Saoudi. A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound. Communications in Mathematics, Tome 28 (2020) no. 1, pp. 27-41. http://geodesic.mathdoc.fr/item/COMIM_2020_28_1_a2/
[1] Bai, Y.Q., Roos, C.: A primal-dual interior point method based on a new kernel function with linear growth rate. Proceedings of the 9th Australian Optimization Day, Perth, Australia, 2002, 14p,
[2] Bai, Y.Q., Ghami, M. El, Roos, C.: A comparative study of kernel functions for primal-dual interior point algorithms in linear optimization. SIAM J. Optim., 15, 2004, 101-128, | DOI | MR
[3] Bouaafia, M., Benterki, D., Adnan, Y.: Complexity analysis of interior point methods for linear programming based on a parameterized kernel. RAIRO-Oper. Res., 50, 2016, 935-949, | DOI | MR
[4] Bouaafia, M., Benterki, D., Adnan, Y.: An efficient parameterized logarithmic kernel function for linear optimization. Optim. Lett., 12, 2018, 1079-1097, | DOI | MR
[5] Ghami, M. El: New Primal-Dual Interior-Point Methods Based on Kernel Functions. 2005, TU Delft, The Netherlands, PhD Thesis.
[6] Ghami, M. El, Ivanov, I.D., Roos, C., Steihaug, T.: A polynomial-time algorithm for LO based on generalized logarithmic barrier functions. Int. J. Appl. Math., 21, 2008, 99-115, | MR
[7] Karmarkar, N.K.: A new polynomial-time algorithm for linear programming. Proceedings of the 16th Annual ACM Symposium on Theory of Computing, 4, 1984, 373-395, | MR
[8] Megiddo, N.: Pathways to the optimal set in linear programming. Progress in Mathematical Programming: Interior Point and Related Methods, 1989, 131-158, Springer, New York, | MR
[9] Peng, J., Roos, C., Terlaky, T.: A new and efficient large-update interior point method for linear optimization. J. Comput. Technol., 6, 2001, 61-80, | MR
[10] Peng, J., Roos, C., Terlaky, T.: A new class of polynomial primal-dual methods for linear and semidefinite optimization. European Journal of Operational Research, 143, 2002, 234-256, | DOI | MR
[11] Peng, J., Roos, C., Terlaky, T.: Self-Regularity: A New Paradigm for Primal-Dual Interior Point Algorithms. 2002, Princeton University Press, Princeton, | MR
[12] Roos, C., Terlaky, T., Vial, J.P.: Theory and Algorithms for Linear Optimization, An Interior Point Approach. 1997, Wiley, Chichester, | MR
[13] Sonnevend, G.: An ``analytic center'' for polyhedrons and new classes of global algorithms for linear (smooth, convex) programming. System Modelling and Optimization: Proceedings of the 12th IFIP-Conference, Budapest, Hungary, Lecture Notes in Control and Information Science, 84, 1986, 866-876, Springer, Berlin, | MR
[14] Ye, Y.: Interior Point Algorithms, Theory and Analysis. 1997, Wiley, Chichester, | MR