Article ID: | iaor19931179 |
Country: | Netherlands |
Volume: | 11 |
Issue: | 5 |
Start Page Number: | 289 |
End Page Number: | 291 |
Publication Date: | Jun 1992 |
Journal: | Operations Research Letters |
Authors: | Zhu Jishan, Huang Siming |
Keywords: | duality |
In this short note, the authors prove that the global convergence rate of the duality gap in a symmetric primal-dual potential algorithm for linear programming, without line search, is no better than linear. More specifically, the convergence rate is no better than