A Wide Neighborhood Primal-Dual Interior-Point Algorithm for a Class of Convex Programming

Authors:
Yuqin Zhao;Mingwang Zhang
Affiliations:
College of Science, China Three Gorges University, Yichang, China 443002;College of Science, China Three Gorges University, Yichang, China 443002
Venue:
ICIC '08 Proceedings of the 4th international conference on Intelligent Computing: Advanced Intelligent Computing Theories and Applications - with Aspects of Artificial Intelligence
Year:
2008

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Abstract

This paper presents a new primal-dual interior-point algorithm with reduced potential function for a class of convex programming, based on the ideas of that method for solving linear programming. The new algorithm chooses the classical Newton direction as iteration direction and its iteration stepsize is determined by potential function. As the search directions Δxand Δsaren't orthogonal any more, the complexity analysis of this method is different from that of linear programming, correspondingly. Under a scaled Lipschitz condition, the algorithm is proved to possess O(nL) iteration-complexity bounds