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arXiv · 2201.01214

A polynomial time infeasible interior-point arc-search algorithm for convex optimization

Yaguang Yang
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Abstract

This paper proposes an infeasible interior-point algorithm for the convex optimization problem using arc-search techniques. The proposed algorithm simultaneously selects the centering parameter and the step size, aiming at optimizing the performance in every iteration. Analytic formulas for the arc-search are provided to make the arc-search method very efficient. The convergence of the algorithm is proved and a polynomial bound of the algorithm is established. The preliminary numerical test results indicate that the algorithm is efficient and effective.

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Yaguang Yang. 2022-01-04. A polynomial time infeasible interior-point arc-search algorithm for convex optimization. https://doi.org/10.1007/s11081-022-09712-9

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