On adaptive-step primal-dual interior-point algorithms for linear programming

On adaptive-step primal-dual interior-point algorithms for linear programming

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Article ID: iaor19941126
Country: United States
Volume: 18
Issue: 4
Start Page Number: 965
End Page Number: 981
Publication Date: Nov 1993
Journal: Mathematics of Operations Research
Authors: , ,
Abstract:

The authors describe several adaptive-step primal-dual interior point algorithms for linear programming. All have polynomial time complexity while some allow very long steps in favorable circumstances. They provide heuristic reasoning for expecting that the algorithms will perform much better in practice than guaranteed by the worst-case estimates, based on an analysis using a nonrigorous probabilistic assumption.

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