Abstract
In Roos [Roos, C., 2006, A full-Newton step O(n) infeasible interior-point algorithm for linear optimization. SIAM Journal on Optimization, 16(4), 1110–1136.] presented a new primal-dual infeasible interior-point algorithm that uses full-Newton steps and whose iteration bound coincides with the best-known bound for infeasible interior-point algorithms. Each iteration consists of a step that restores the feasibility for an intermediate problem (the so-called feasibility step) and a few (usual) centering steps. No more than O(nlog(n/ϵ)) iterations are required for getting an ϵ-solution of the problem at hand, which coincides with the best-known bound for infeasible interior-point algorithms. In this article, we introduce a different feasibility step and show that the same complexity result can be obtained with a relatively simpler analysis.
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