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: | Todd Michael J., Mizuno Shinji, Ye Yinyu |
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.