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An efficient twice parameterized trigonometric kernel function for linear optimization
Optimization and Engineering ( IF 2.0 ) Pub Date : 2019-09-09 , DOI: 10.1007/s11081-019-09467-w
Mousaab Bouafia , Adnan Yassine

Recently, Bouafia et al. (J Optim Theory Appl 170:528–545, 2016) investigated a new efficient kernel function that differs from self-regular kernel functions. The kernel function has a trigonometric barrier term. This paper introduces a new efficient twice parametric kernel function that combines the parametric classic function with the parametric kernel function trigonometric barrier term given by Bouafia et al. (J Optim Theory Appl 170:528–545, 2016) to develop primal–dual interior-point algorithms for solving linear programming problems. In addition, we obtain the best complexity bound for large and small-update primal–dual interior point methods. This complexity estimate improves results obtained in Li and Zhang (Oper Res Lett 43(5):471–475, 2015), Peyghami and Hafshejani (Numer Algorithms 67:33–48, 2014) and matches the best bound obtained in Bai et al. (J Glob Optim 54:353–366) and Peng et al. (J Comput Technol 6:61–80, 2001). Finally, our numerical experiments on some test problems confirm that the new kernel function has promising applications compared to the kernel function given by Fathi-Hafshejani (Optimization 67(10):1605–1630, 2018).

中文翻译:

高效的二次参数化三角函数,用于线性优化

最近,Bouafia等。(J Optim Theory Appl 170:528–545,2016)研究了一种新的有效内核函数,该函数不同于自规则内核函数。核函数具有三角势垒项。本文介绍了一种新的高效两次参数核函数,该函数将参数经典函数与Bouafia等人给出的参数核函数三角障碍项相结合。(J Optim Theory Appl 170:528–545,2016)开发用于解决线性规划问题的原始对偶内点算法。此外,对于大型和小型更新的原始对偶内点方法,我们获得了最佳的复杂度范围。这种复杂性估算可改善在Li和Zhang(Oper Res Lett 43(5):471–475,2015),Peyghami和Hafshejani(Numer算法67:33-48,2014年),并与Bai等人获得的最佳界限匹配。(J Glob Optim 54:353–366)和Peng等。(J Comput Technol 6:61–80,2001)。最后,我们对一些测试问题的数值实验证实,与Fathi-Hafshejani提供的内核函数相比,新的内核函数具有广阔的应用前景(Optimization 67(10):1605–1630,2018)。
更新日期:2019-09-09
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