In this paper, we study an infeasible interior-point method for linear optimization with full-Newton step. The introduced method uses an algebraic equivalent transformation on the centering equation of the system which defines the central path. We prove that the method finds an $\varepsilon$-optimal solution of the underlying problem in polynomial time.
翻译:在本文中,我们研究了一种用全牛顿步骤进行线性优化的不可行的内点内点方法。 引入的方法在确定中心路径的系统中心方程式上使用了等值代数转换。 我们证明该方法在多元时间找到一个$\varepsilon$- 最优解决根本问题的方法 。