Sharper Analysis Of Upper Bound For The Iteration Complexity Of An Interior-Point Method Using Primal-Dual Full-Newton Step Algorithm

Abstract

The use of interior-point methods to solve linear optimizarion problems has become a great attention to the researchers. The most important thing is that the interior-point methods have the best complexiry compared to other methods and also efficient in practice. The worst upper bound for the iteration complexiry of this method is polynomial. Roos, Terlaky and Vial presented an interior-point method using primal-dual full-Newton step algorithm that requires the best known upper bound for the iteration complexiry of an interior. point method. In Lhis paper, we present their method with a slightly better iteration bound .