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SIAMJO
2002
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13 years 4 months ago
A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier
We introduce a new barrier function which is not a barrier function in the usual sense: it has finite value at the boundary of the feasible region. Despite this, its iteration bou...
Y. Q. Bai, Mohamed El Ghami, Cees Roos