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On Polynomial Convergence of A Primal-Infeasible Interior Point Algorithm For Linearly Constrained Convex Programming
Yanjin, Wang 1 #,Pusheng, Fei 1,Zizong, Yan 2 *
1.School of Math. and Statistics, Wuhan University
2.School of Math. and Statistics- Wuhan University
*Correspondence author
#Submitted by
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Funding: none
Opened online:21 June 2004
Accepted by: none
Citation: Yanjin, Wang,Pusheng, Fei,Zizong, Yan.On Polynomial Convergence of A Primal-Infeasible Interior Point Algorithm For Linearly Constrained Convex Programming[OL]. [21 June 2004] http://en.paper.edu.cn/en_releasepaper/content/842
 
 
In the paper a primal-infeasible interior point algorithm is proposed for linearly constrained convex programming. The algorithm requires to solve a nonlinear system of equations at each step. It is shown that, after O(n3L) iterations of the algorithm, a su±ciently good approximates to the optimal point of linearly constrained convex programming is found, or there is no optimal point in a certain large nonnegative region. And the primal-dual complementarity gap converges to zero superlinearly.
Keywords:Linear constrained convex programming; Infeasible-interior-point algorithm; Polynomial convergence
 
 
 

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