Article Contents
Article Contents

# A full-modified-Newton step infeasible interior-point algorithm for linear optimization

• Based on an equivalent reformulation of the central path, we obtain a modified-Newton step for linear optimization. Using this step, we propose an infeasible interior-point algorithm. The algorithm uses only one full-modified-Newton step search in each iteration. The complexity bound of the algorithm is the best known for infeasible interior-point algorithm.
Mathematics Subject Classification: Primary: 17C99, 90C25; Secondary: 90C51.

 Citation:

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