A Low Complexity Interior-Point Algorithm for Linear Programming
Author(s) -
Michael J. Todd
Publication year - 1992
Publication title -
siam journal on optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.066
H-Index - 136
eISSN - 1095-7189
pISSN - 1052-6234
DOI - 10.1137/0802011
Subject(s) - interior point method , mathematics , linear programming , algorithm , affine transformation , simple (philosophy) , scaling , point (geometry) , function (biology) , mathematical optimization , dual (grammatical number) , combinatorics , pure mathematics , art , philosophy , geometry , literature , epistemology , evolutionary biology , biology
This paper describes an interior-point algorithm for linear programming that is almost as simple as the affine-scaling method and yet achieves the currently best complexity of $O(\sqrt{n} t)$ iterations to attain precision t. The basic algorithm needs neither dual estimates nor lower bounds, although its analysis is based on Ye’s results for the primal–dual potential function. Some computationally preferable variants are also presented.
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