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A wide neighborhood predictor-infeasible corrector interior-point algorithm for linear optimization

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In this paper, we propose a theoretical framework of a predictor-corrector interior-point method for linear optimization based on the one-norm wide neighborhood of the central path, focusing on infeasible corrector… Click to show full abstract

In this paper, we propose a theoretical framework of a predictor-corrector interior-point method for linear optimization based on the one-norm wide neighborhood of the central path, focusing on infeasible corrector steps. Here, we call the predictor-infeasible corrector algorithm. At each iteration, the proposed algorithm computes an infeasible corrector step in addition to the Ai-Zhang search directions and considers the Newton direction as a linear combination of these directions. We represent the complexity analysis of the algorithm and conclude that its iteration bound is $${\mathcal {O}}(n\log \varepsilon ^{-1})$$ O ( n log ε - 1 ) . To our knowledge, this is the best complexity result up to now for infeasible interior-point methods based on these kinds of search directions. The complexity bound obtained here is the same as small neighborhood infeasible interior point algorithms.

Keywords: infeasible corrector; interior point; predictor; optimization

Journal Title: Optimization Letters
Year Published: 2020

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