Abstract
We present an adaptive full-Newton step infeasible interior-point method for linear optimization, which is an improved version of the algorithm introduced by Roos [C. Roos, A full-Newton step O(n) infeasible interior-point algorithm for linear optimization, SIAM J. Optim. 16 (2006), pp. 1110–1136]. In each iteration of the algorithm we use the largest possible barrier parameter value θ. The value θ varies from iteration to iteration and it lies between the two values and
, which results a faster algorithm.
Acknowledgements
We would like to thank the anonymous reviewers for their valuable comments. We also thank Shahrekord University for financial support.