A New Parametric Kernel Function Based on an Archimedean Copula Generator with Application to Primal-Dual Interior-Point Methods
This paper introduces a new parametric kernel function for primal-dual interior-point methods in linear optimization, derived from the Archimedean Clayton copula generator, which achieves the optimal iteration bound for large-update methods and demonstrates superior or tied-best performance across all tested instances compared to 54 competing kernel configurations.