Citation:
Ayache B, Khaled S. A new parameterized logarithmic kernel function for linear optimization with a double barrier term yielding the best known iteration bound. Communications in Mathematics [Internet]. 2020;28 (1) :27-41.
Abstract:
In this paper, we propose a large-update primal-dual interior point algorithm for linear optimization. The method is based on a new class of kernel functions which differs from the existing kernel functions in which it has a double barrier term. The investigation according to it yields the best known iteration bound O( √ n log(n) log( n ε )) for large-update algorithm with the special choice of its parameter m and thus improves the iteration bound obtained in Bai et al. [2] for large-update algorithm.