Todd’s low-complexity algorithm is a predictor-corrector path-following method

Todd’s low-complexity algorithm is a predictor-corrector path-following method

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Article ID: iaor1993739
Country: Netherlands
Volume: 11
Issue: 4
Start Page Number: 199
End Page Number: 207
Publication Date: May 1992
Journal: Operations Research Letters
Authors: ,
Abstract:

The authors show that Todd’s low-complexity algorithm for linear programming takes affine-scaling steps when and only when the current point is nearly centered, and, after such a step, requires at most three more iterations before taking another affine-scaling step. The main tool is Roos and Vial’s measure of centrality.

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