KHEIRFAM, B.; AHMADI, K.; HASANI, F. - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 06, pp. 1350027-1
We present a full-Newton step infeasible interior-point algorithm based on a new search direction. The algorithm decreases the duality gap and the feasibility residuals at the same rate. During this algorithm we construct strictly feasible iterates for a sequence of perturbations of the given...