A new search direction for full-Newton step infeasible interior-point method in linear optimization

02/14/2021

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by   B. Kheirfam, et al.

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In this paper, we study an infeasible interior-point method for linear optimization with full-Newton step. The introduced method uses an algebraic equivalent transformation on the centering equation of the system which defines the central path. We prove that the method finds an ε-optimal solution of the underlying problem in polynomial time.