A Centered Projective Algorithm for Linear Programming

Michael Todd and Yinyu Ye
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Yinyu Ye: Stanford University

No 861, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: We describe a projective algorithm for linear programming that shares features with Karmarkar's projective algorithm and its variants and with the path-following methods of Gonzaga, Kojima-Mizuno-Yoshise, Monteiro-Adler, Renegar, Vaidya and Ye. It operates in a primal-dual setting, stays close to the central trajectories, and converges in O(square root of n times L) iterations like the latter methods. (Here n is the number of variables and L the input size of the problem). However, it is motivated by seeking reductions in a suitable potential function as in projective algorithms, and the approximate centering is an automatic byproduct of our choice of potential function.

Keywords: Linear programming; Karmarkar's algorithm; algorithm (search for similar items in EconPapers)
Pages: 40 pages
Date: 1988-02
Note: CFP 769.
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Citations: View citations in EconPapers (3)

Published in Mathematics of Operations Research (August 1990), 15(3): 508-529

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