We present an improved version of an infeasible interior-point method for linear optimization published in 2006. In the earlier version each iteration consisted of one so-called infeasibility step and a few – at most three – centering steps. In this paper each iteration consists of only a infeasibility step, whereas the iteration bound improves the earlier bound by about a factor 3.
Manuscript, January 2014, TU Delft
View An improved and simplified full-Newton step O(n) infeasible interior-point method for Linear Optimization