Hossein Mansouri

An Infeasible Interior-Point Algorithm with full-Newton Step for Linear Optimization

  • Yanqin Bai
  • Hossein Mansouri
  • Cornelis Roos
  • M. Zangiabadi
    • Categories Linear Programming, Linear, Cone and Semidefinite Programming Tags , , ,

    In this paper we present an infeasible interior-point algorithm for solving linear optimization problems. This algorithm is obtained by modifying the search direction in the algorithm [C. Roos, A full-Newton step ${O}(n)$ infeasible interior-point algorithm for linear optimization, 16(4) 2006, 1110-1136.]. The analysis of our algorithm is much simpler than that of the Roos’s algorithm … Read more

    A New Full-Newton step (n)$ Infeasible Interior-Point Algorithm for Semidefinite Optimization

  • Hossein Mansouri
  • Cornelis Roos
    • Categories Linear, Cone and Semidefinite Programming, Semi-definite Programming Tags , , ,

    Interior-point methods for semidefinite optimization have been studied intensively, due to their polynomial complexity and practical efficiency. Recently, the second author designed an efficient primal-dual infeasible interior-point algorithm with full Newton steps for linear optimization problems. In this paper we extend the algorithm to semidefinite optimization. The algorithm constructs strictly feasible iterates for a sequence … Read more