We present a full-Newton step infeasible interior-point algorithm. It is shown that at most $O(n)$ (inner) iterations suffice to reduce the duality gap and the residuals by the factor $\frac1{e}$. The bound coincides with the best known bound for infeasible interior-point algorithms. It is conjectured that further investigation will improve the above bound to $O(\sqrt{n})$.

## Citation

Manuscript. TU Delft. February 10, 2005

## Article

View A Full-Newton Step (n)$ Infeasible Interior-Point Algorithm for Linear Optimization