Citation:
Bounibane B, Djeffal E-A. Kernel function-based interior-point algorithms for linear optimisation. International Journal of Mathematical Modelling and Numerical Optimisation [Internet]. 2019;9 (2) :158.
Abstract:
We propose a primal-dual interior-point algorithm for linear optimisation based on a class of kernel functions which is eligible. New search directions and proximity measures are defined based on these functions. We derive the complexity bounds for large and small-update methods respectively. These are currently the best known complexity results for such methods.