Polynomiality of infeasible-interior-point algorithms for linear programming

Polynomiality of infeasible-interior-point algorithms for linear programming

0.00 Avg rating0 Votes
Article ID: iaor19961387
Country: Netherlands
Volume: 67
Issue: 1
Start Page Number: 109
End Page Number: 119
Publication Date: Oct 1994
Journal: Mathematical Programming (Series A)
Authors:
Keywords: interior point methods
Abstract:

Kojima, Megiddo, and Mizuno investigate an infeasible-interior-point algorithm for solving a primal-dual pair of linear programming problems and they demonstrate its global convergence. Their algorithm finds approximate optimal solutions of the pair if both problems have interior points, and they detect infeasibility when the sequence of iterates diverges. Zhang proves polynomial-time convergence of an infeasible-interior-point algorithm under the assumption that both primal and dual problems have feasible points. The paper shows that a modification of the Kojima-Megiddo-Mizuno algorithm ‘solves’ the pair of problems in polynomial time without assuming the existence of the LP solution. Furthermore, it develops an O(nL)-iteration complexity result for a variant of the algorithm.

Reviews

Required fields are marked *. Your email address will not be published.