Maziar Salahi

An Adaptive Self-Regular Proximity Based Large-Update IPM for LO

  • Maziar Salahi
  • Tamás Terlaky
    • Categories Linear, Cone and Semidefinite Programming Tags , , ,

    Primal-Dual Interior-Point Methods (IPMs) have shown their power in solving large classes of optimization problems. However, there is still a gap between the practical behavior of these algorithms and their theoretical worst-case complexity results with respect to the update strategies of the duality gap parameter in the algorithm. The so-called small-update IPMs enjoy the best … Read more

    The Complexity of Self-Regular Proximity Based Infeasible IPMs

  • Maziar Salahi
  • Tamás Terlaky
  • Guoqing Zhang
    • Categories Linear, Cone and Semidefinite Programming Tags , , ,

    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