Benhadid Ayache ; Saoudi Khaled - A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound

cm:9498 - Communications in Mathematics, July 9, 2020, Volume 28 (2020), Issue 1 - https://doi.org/10.2478/cm-2020-0003
A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound

Authors: Benhadid Ayache ; Saoudi Khaled

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 n log ( n ) log ( n ∈ ) \sqrt n \log (n)\log \left( {{n \over \in }} \right) for large-update algorithm with the special choice of its parameter m and thus improves the iteration bound obtained in Bai et al. [2] for large-update algorithm.

Volume: Volume 28 (2020), Issue 1
Published on: July 9, 2020
Imported on: May 11, 2022
Keywords: General Mathematics,[MATH]Mathematics [math]