A polynomial time infeasible interior-point arc-search algorithm for convex optimization
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2022
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| Acceso en línea: | |
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| _version_ | 1866914708312817664 |
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| author | Yang, Yaguang |
| author_facet | Yang, Yaguang |
| contents | This paper proposes an infeasible interior-point algorithm for the convex optimization problem using arc-search techniques. The proposed algorithm simultaneously selects the centering parameter and the step size, aiming at optimizing the performance in every iteration. Analytic formulas for the arc-search are provided to make the arc-search method very efficient. The convergence of the algorithm is proved and a polynomial bound of the algorithm is established. The preliminary numerical test results indicate that the algorithm is efficient and effective. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2201_01214 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | A polynomial time infeasible interior-point arc-search algorithm for convex optimization Yang, Yaguang Optimization and Control 90C51 90C25 This paper proposes an infeasible interior-point algorithm for the convex optimization problem using arc-search techniques. The proposed algorithm simultaneously selects the centering parameter and the step size, aiming at optimizing the performance in every iteration. Analytic formulas for the arc-search are provided to make the arc-search method very efficient. The convergence of the algorithm is proved and a polynomial bound of the algorithm is established. The preliminary numerical test results indicate that the algorithm is efficient and effective. |
| title | A polynomial time infeasible interior-point arc-search algorithm for convex optimization |
| topic | Optimization and Control 90C51 90C25 |
| url | https://arxiv.org/abs/2201.01214 |