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Nassima Anane, Merzaka Khaldi, Mohamed Achache, An interior-point algorithm for linear optimization based on a new algebraically equivalent transformation

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DOI: 10.23952/asvao.7.2025.1.07
Volume 7, Issue 1, 1 April 2025, Pages 111-124

 

Abstract. In this paper, we presented a full-Newton short-step interior-point algorithm, which is based on a new algebraically equivalent transformation technique, for a linear optimization problem. This technique offers a new type of Newton search direction and a proximity measure for tracing approximately the central-path of the linear optimization problem. We prove, under new defaults, that our algorithm is well-defined and converges to an optimal solution of the linear optimization problem. Moreover, we obtained its currently best known iteration bound, and we presented some numerical results for its evaluation.

 

How to Cite this Article:
N. Anane, M. Khaldi, M. Achache, An interior-point algorithm for linear optimization based on a new algebraically equivalent transformation, Appl. Set-Valued Anal. Optim. 7 (2025), 111-124.