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In this paper we present the theory and practical aspects of implementing the path following interior point methods for linear optimization, based on kernel functions. We will investigate the influence of the choice of the kernel function on the computational behavior of the generic primal-dual algorithm for Linear Optimization. We find that the finite kernel function gives the best results for more...
In this paper we present a class of polynomial primal-dual interior-point algorithms for LO based on a new class of kernel functions. This class is fairly general and includes the class of finite kernel functions by Y.Q. Bai M. El Ghami and C.Roos published in SIAM Journal of Optimization, 13(3):766-782, 2003. The proposed functions have a finite value at the boundary of the feasible region. They...
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