Complexity Analysis of Primal-Dual Interior-Point Methods for Linear Optimization Based on a New Parametric Kernel Function with a Trigonometric Barrier Term
2014
We introduce a new parametric kernel function, which is a combination of the classic kernel
function and a trigonometric barrier term, and present various properties of this new kernel function. A
class of large- and small-update primal-dual interior-point methods for linear optimization based on this
parametric kernel function is proposed. By utilizing the feature of the parametric kernel function, we derive
the iteration bounds for large-update methods, , and small-update methods, . These results match the currently best known iteration bounds for large- and small-update methods based on the trigonometric kernel functions.
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