A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier

@article{Bai2002ANE,
  title={A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier},
  author={Yan-Qin Bai and Mohamed El Ghami and Kees Roos},
  journal={SIAM Journal on Optimization},
  year={2002},
  volume={13},
  pages={766-782}
}
We introduce a new barrier function which is not a barrier function in the usual sense: it has finite value at the boundary of the feasible region. Despite this, its iteration bound, O (√ n logn log n ε ) , is as good as it can be: it is the best known bound for large-update methods. The recently introduced notions of superconvexity and exponential convexity are crucial in the analysis. 

From This Paper

Figures, tables, and topics from this paper.
30 Citations
18 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 30 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 18 references

T

  • C. Roos
  • Terlaky, and J.-Ph.Vial. Theory and Algorithms…
  • 1997
Highly Influential
5 Excerpts

A comparative study of barrier functions for primal-dual interior-point algorithms in linear optimization

  • C. Roos
  • 2001
2 Excerpts

Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms

  • J. Peng, C. Roos, T. Terlaky
  • Princeton University Press
  • 2001
3 Excerpts

and M

  • Y. Q. Bai, C. Roos
  • El ghami. A primal-dual interior-point algorithm…
  • 2001
1 Excerpt

New primal-dual algorithms for second-order cone optimization based on self-regular proximities

  • J. Peng, C. Roos, T. Terlaky
  • SIAM Journal on Optimization
  • 2000
1 Excerpt

Self-regular proximities and new directions for nonlinear P∗(κ) complementarity problems

  • J. Peng, C. Roos, T. Terlaky, A. Yoshise
  • Mathematics of Operations Research
  • 2000
1 Excerpt

Similar Papers

Loading similar papers…