E. Nagy, Marianna and Illés, Tibor and Nesterov, Yurii and Rigó, Petra Renáta (2024) New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction. Working Paper. Corvinus University of Budapest, Budapest.
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Abstract
In this paper, we suggest a new interior-point method for linear optimization, based on the idea of Parabolic Target Space. Our method can start at any strictly feasible primal-dual pair and go directly towards a solution by a predictor-corrector scheme. Each iteration needs inversion of a matrix in small dimension. The worst-case upper bound for the number of matrix factorizations is
Item Type: | Monograph (Working Paper) |
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Series Name: | Corvinus Economics Working Papers - CEWP |
Series Number / Identification Number: | 2024/05 |
Uncontrolled Keywords: | linear optimization, interior-point algorithms, parabolic target space, universal tangent direction |
JEL classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Divisions: | Institute of Operations and Decision Sciences |
Subjects: | Mathematics, Econometrics |
Funders: | Austrian-Hungarian Action Foundation, János Bolyai Research Scholarship of the Hungarian Academy of Sciences, Ministry of Culture and Innovation of Hungary from the National Research, Development and Innovation Fund |
Projects: | Austrian-Hungarian Action Foundation, project number 116öu8, PD 22 project no. 142154 |
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ID Code: | 10470 |
Deposited By: | Ádám Hoffmann |
Deposited On: | 29 Oct 2024 13:42 |
Last Modified: | 29 Oct 2024 13:42 |
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