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 bound, O n log n log n , is as good as it can be: it is the best known bound for large-update methods. The recently introduced notions of superconvexity and exponential convexity are crucial in the analysis.

• Type: Journal
• Year: 2002
• Where: SIAMJO
• Authors: Y. Q. Bai, Mohamed El Ghami, Cees Roos
• Keywords: Barrier Function, Feasible Region, SIAMJO 2002, Usual Sense