New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction

In this paper, we suggest a new interior-point method for linear optimization, based on the idea of Parabolic Target Space. Our method can start at any strictly feasible primal-dual pair and go directly towards a solution by a predictor-corrector scheme. Each iteration needs inversion of a matrix in small dimension. The worst-case upper bound for the number of matrix factorizations is

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Year of publication:	2024-10-29
Authors:	E. Nagy, Marianna ; Illés, Tibor ; Nesterov, Yurii ; Rigó, Petra Renáta
Publisher:	Corvinus University of Budapest
Subject:	Mathematics \| Econometrics

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Type of publication:	Book / Working Paper
Language:	English
Notes:	E. Nagy, Marianna and Illés, Tibor and Nesterov, Yurii and Rigó, Petra Renáta (2024) New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction. Working Paper. Corvinus University of Budapest, Budapest.
Source:	BASE

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