A centered projective algorithm for linear programming

A centered projective algorithm for linear programming

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Article ID: iaor1991304
Country: United States
Volume: 15
Start Page Number: 508
End Page Number: 529
Publication Date: Nov 1990
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

The authors describe a projective algorithm for linear programming that shares features with Karmarkar's projective algorithm and its variants and with the path-following methods of Gonzaga, Kojima-Mizuno-Yoshise, Monteiro-Adler, Renegar, Vaidya and Ye. It operates in a primal-dual setting, stays close to the central trajectories, and converges in equ1iterations like the latter methods. (Here n is the number of variables and L the input size of the problem.) However, it is motivated by seeking reductions in a suitable potential function as in projective algorithms, and the approximate centering is an automatic byproduct of the present choice of potential function.

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