# American Institute of Mathematical Sciences

2015, 5(1): 37-46. doi: 10.3934/naco.2015.5.37

## Analysis of complexity of primal-dual interior-point algorithms based on a new kernel function for linear optimization

 1 College of Mathematics and Physics, Bohai University, Jinzhou, MO 121000, China, China

Received  January 2015 Revised  March 2015 Published  March 2015

Kernel functions play an important role in defining new search directions for primal-dual interior-point algorithm. In this paper, a new kernel function which its barrier term is integral type is proposed. We study the properties of the new kernel function, and give a primal-dual interior-point algorithm for solving linear optimization based on the new kernel function. Polynomial complexity of algorithm is analyzed. The iteration bounds both for large-update and for small-update methods are obtained, respectively. The iteration bound for small-update method is the best known complexity bound.
Citation: Siqi Li, Weiyi Qian. Analysis of complexity of primal-dual interior-point algorithms based on a new kernel function for linear optimization. Numerical Algebra, Control & Optimization, 2015, 5 (1) : 37-46. doi: 10.3934/naco.2015.5.37
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##### References:
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