On the convergence rate of the duality gap in a symmetric primal-dual potential reduction algorithm

On the convergence rate of the duality gap in a symmetric primal-dual potential reduction algorithm

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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: ,
Keywords: duality
Abstract:

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 equ1, where equ2is a number between zero and one.

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