Einosuke Iida

An inexact infeasible arc-search interior-point method for linear programming problems

Categories Linear Programming, Linear, Cone and Semidefinite Programming

We propose an inexact infeasible arc-search interior-point method for solving linear optimization problems. The method combines an arc-search strategy with inexact solutions to Newton systems and admits a polynomial iteration complexity bound. In existing inexact infeasible interior-point methods, both the linearization error of the central path and the inexactness of the Newton system accumulate along … Read more

An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems

Categories Linear Programming Tags , , ,

An arc-search interior-point method is a type of interior-point method that approximates the central path by an ellipsoidal arc, and it can often reduce the number of iterations. In this work, to further reduce the number of iterations and the computation time for solving linear programming problems, we propose two arc-search interior-point methods using Nesterov’s … Read more

An Infeasible Interior-point Arc-search Algorithm for Nonlinear Constrained Optimization

Categories Constrained Nonlinear Optimization Tags , , , ,

In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search in the sense that they compute a next iterate on a straight line determined by a search direction which approximates the central path. The proposed arc-search interior-point algorithm uses … Read more