New Complexity Analysis of IIPMs for Linear Optimization Based on a Specific Self-Regular Function

Primal-dual Interior-Point Methods (IPMs) have shown their ability in solving large classes of optimization problems efficiently. Feasible IPMs require a strictly feasible starting point to generate the iterates that converge to an optimal solution. The self-dual embedding model provides an elegant solution to this problem with the cost of slightly increasing the size of the … Read more