Einosuke Iida Arc-search interior-point methods (IPMs) are a class of IPMs that utilize an ellipsoidal arc to approximate the central path. On the other hand, inexact IPMs solve the linear equation system for the search direction inexactly at each iteration. In this paper, we propose an inexact infeasible arc-search interior-point method. We establish that the proposed method … Read more
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
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