Interior-point methods for linear optimization based on a kernel function with a trigonometric barrier term

Authors:
M. El Ghami;Z. A. Guennoun;S. Bouali;T. Steihaug
Affiliations:
University of Bergen, Department of Informatics, Høyteknologisenteret, N-5020, Bergen, Norway;University Mohammed V, Department of Mathematics and Informatics, Faculty of Sciences, 4 Avenue Ibn Battouta B.P. 1014 RP, Rabat, Morocco;University Ibn Tofail, Department of Mathematics and Informatics, Faculty of Sciences, B.P. 133, Kènitra, Morocco;University of Bergen, Department of Informatics, Høyteknologisenteret, N-5020, Bergen, Norway
Venue:
Journal of Computational and Applied Mathematics
Year:
2012

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Abstract

In this paper, we present a new barrier function for primal-dual interior-point methods in linear optimization. The proposed kernel function has a trigonometric barrier term. It is shown that in the interior-point methods based on this function for large-update methods, the iteration bound is improved significantly. For small-update interior-point methods, the iteration bound is the best currently known bound for primal-dual interior-point methods.