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: | Todd M.J., Vial J.-P. |
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.