A Numerical Implementation of an Interior Point Methods for Linear Programming Based on a New Kernel Function

Mousaab Bouafia,  et al.

Volume 359   2012 - 2021

Modelling, Computation and Optimization in Information Systems and Management Sciences

https://doi.org/10.1007/978-3-319-18161-5

Abstract

In this paper, we define a new barrier function and propose a new primal-dual interior point methods based on this function for linear optimization. The proposed kernel function which yields a low algorithm complexity bound for both large and small-update interior point methods. This purpose is confirmed by numerical experiments showing the efficiency of our algorithm which are presented in the last of this paper.

Keywords

Linear Optimization, Kernel function, Interior Point methods, Complexity Bound.