A FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION BASED ON AN EXPONENTIAL KERNEL FUNCTION

Autor:	Behrouz Kheirfam, Fariba Hasani
Rok vydání:	2014
Předmět:	Mathematical optimization Linear programming Variable kernel density estimation Polynomial kernel Kernel embedding of distributions General Mathematics Radial basis function kernel Applied mathematics Function (mathematics) Newton's method in optimization Interior point method Mathematics
Zdroj:	Asian-European Journal of Mathematics. :1450018
ISSN:	1793-7183 1793-5571
DOI:	10.1142/s1793557114500181
Popis:	This paper deals with an infeasible interior-point algorithm with full-Newton step for linear optimization based on a kernel function, which is an extension of the work of the first author and coworkers (J. Math. Model Algorithms (2013); DOI 10.1007/s10852-013-9227-7). The main iteration of the algorithm consists of a feasibility step and several centrality steps. The centrality step is based on Darvay's direction, while we used a kernel function in the algorithm to induce the feasibility step. For the kernel function, the polynomial complexity can be proved and the result coincides with the best result for infeasible interior-point methods.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d3fafb96251b63a30519277b88df4b75 https://doi.org/10.1142/s1793557114500181 Zobrazit plný text záznamu