A NEW PROXIMITY FUNCTION GENERATING THE BEST KNOWN ITERATION BOUNDS FOR BOTH LARGE-UPDATE AND SMALL-UPDATE INTERIOR-POINT METHODS

@inproceedings{Amini2007ANP,
  title={A NEW PROXIMITY FUNCTION GENERATING THE BEST KNOWN ITERATION BOUNDS FOR BOTH LARGE-UPDATE AND SMALL-UPDATE INTERIOR-POINT METHODS},
  author={Keyvan Amini and Arash Haseli},
  year={2007}
}
Interior-Point Methods (IPMs) are not only very effective in practice for solving linear optimization problems but also have polynomial-time complexity. Despite the practical efficiency of large-update algorithms, from a theoretical point of view, these algorithms have a weaker iteration bound with respect to small-update algorithms. In fact, there is a significant gap between theory and practice for large-update algorithms. By introducing self-regular barrier functions, Peng, Roos and Terlaky… CONTINUE READING

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