Corvinus
Corvinus

New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction

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)
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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