An efficient twice parameterized trigonometric kernel function for linear optimization
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Recently, Bouafia et al. (J Optim Theory Appl 170:528–545, 2016) investigated a new efficient kernel function that differs from self-regular kernel functions. The kernel function has a trigonometric barrier term. This paper introduces a new efficient twice parametric kernel function that combines the parametric classic function with the parametric kernel function trigonometric barrier term given by Bouafia et al. (J Optim Theory Appl 170:528–545, 2016) to develop primal–dual interior-point algorithms for solving linear programming problems. In addition, we obtain the best complexity bound for large and small-update primal–dual interior point methods. This complexity estimate improves results obtained in Li and Zhang (Oper Res Lett 43(5):471–475, 2015), Peyghami and Hafshejani (Numer Algorithms 67:33–48, 2014) and matches the best bound obtained in Bai et al. (J Glob Optim 54:353–366) and Peng et al. (J Comput Technol 6:61–80, 2001). Finally, our numerical experiments on some test problems confirm that the new kernel function has promising applications compared to the kernel function given by Fathi-Hafshejani (Optimization 67(10):1605–1630, 2018).
KeywordsLinear optimization Kernel function Interior point methods Complexity bound
Mathematics Subject Classification90C05 90C31 90C51
We thank an anonymous referee for comments that helped us improve the readability of this paper. I dedicate my work to my mother, Fatima Zohra SANSRI, who has been a constant source of love and encouragement.
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