On Implementing Self-Regular Proximity Based Feasible IPMs

Self-regular based interior point methods present a unified novel approach for solving linear optimization and conic optimization problems. So far it was not known if the new Self-Regular IPMs can lead to similar advances in computational practice as shown in the theoretical analysis. In this paper, we present our experiences in developing the software package … Read more

The Complexity of Self-Regular Proximity Based Infeasible IPMs

Primal-Dual Interior-Point Methods (IPMs) have shown their power in solving large classes of optimization problems. In this paper a self-regular proximity based Infeasible Interior Point Method (IIPM) is proposed for linear optimization problems. First we mention some interesting perties of a specific self-regular proximity function, studied recently by Peng and Terlaky, and use it to … Read more