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    STUDIA INFORMATICA - Issue no. 1 / 2002  
         
  Article:   A NEW ALGORITHM FOR SOLVING SELF-DUAL LINEAR OPTIMIZATION PROBLEMS.

Authors:  ZSOLT DARVAY.
 
       
         
  Abstract:  Recently in [3] we have defined a new method for finding search directions for interior point methods (IPMs) in linear optimization (LO). Using one particular member of the new family of search directions we have developed a new primal-dual interior point algorithm for LO. We have proved that this short-update algorithm has also the O(pn log n ▓ ) iteration bound, like the standard primal-dual interior point algorithm. In this paper we describe a similar approach for self-dual LO problems. This method provides a starting interior feasible point for LO problems. We prove that the iteration bound is O(pn log n ) in this case too.  
         
     
         
         
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