On the complexity of a class of projective interior-point methods

On the complexity of a class of projective interior-point methods

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Article ID: iaor20032989
Country: United States
Volume: 20
Issue: 1
Start Page Number: 116
End Page Number: 134
Publication Date: Feb 1995
Journal: Mathematics of Operations Research
Authors: ,
Keywords: interior point methods
Abstract:

We present a generic projective interior-point algorithm for linear programming which includes modified versions of Karmarkar's original algorithm and most other projective algorithms that have been proposed as special cases. We show that this class of algorithms has a worst case iteration bound of O(√(nL)) and is closely related to the class of potential reduction interior point methods.

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