Primal-dual interior-point algorithm for linearly constrained convex optimization based on a parametric algebraic transformation
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866917617209442304 |
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| author | Kraria, Aicha Merikhi, Bachir Benterki, Djamel |
| author_facet | Kraria, Aicha Merikhi, Bachir Benterki, Djamel |
| contents | In this paper, we present an interior point algorithm with a full-Newton step for solving a linearly constrained convex optimization problem, in which we propose a generalization of the work of Kheirfam and Nasrollahi \cite{kheirfam2018full}, that consists in determining the descent directions through a parametric algebraic transformation. The work concludes with a complete study of the convergence of the algorithm and its complexity, where we show that the obtained algorithm achieves a polynomial complexity bounds. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2403_11684 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Primal-dual interior-point algorithm for linearly constrained convex optimization based on a parametric algebraic transformation Kraria, Aicha Merikhi, Bachir Benterki, Djamel Numerical Analysis Optimization and Control In this paper, we present an interior point algorithm with a full-Newton step for solving a linearly constrained convex optimization problem, in which we propose a generalization of the work of Kheirfam and Nasrollahi \cite{kheirfam2018full}, that consists in determining the descent directions through a parametric algebraic transformation. The work concludes with a complete study of the convergence of the algorithm and its complexity, where we show that the obtained algorithm achieves a polynomial complexity bounds. |
| title | Primal-dual interior-point algorithm for linearly constrained convex optimization based on a parametric algebraic transformation |
| topic | Numerical Analysis Optimization and Control |
| url | https://arxiv.org/abs/2403.11684 |