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.
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Bouafia, M., Benterki, D., Yassine, A. (2015). A Numerical Implementation of an Interior Point Methods for Linear Programming Based on a New Kernel Function. In: Le Thi, H., Pham Dinh, T., Nguyen, N. (eds) Modelling, Computation and Optimization in Information Systems and Management Sciences. Advances in Intelligent Systems and Computing, vol 359. Springer, Cham. https://doi.org/10.1007/978-3-319-18161-5_30
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DOI: https://doi.org/10.1007/978-3-319-18161-5_30
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-18160-8
Online ISBN: 978-3-319-18161-5
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