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
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
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 $O(\sqrt {n} \log (n) \log (\frac {n}{\varepsilon }) )$ for large-update algorithm with the special choice of its parameter $m$ and thus improves the iteration bound obtained in Bai et al.~\cite {El Ghami2004} for large-update algorithm.
Classification :
90C05, 90C31, 90C51
Keywords: Linear optimization; Kernel function; Interior point methods; Complexity bound
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},
publisher = {mathdoc},
volume = {28},
number = {1},
year = {2020},
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 PB - mathdoc 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 %I mathdoc %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/