AN O(N3L) POTENTIAL REDUCTION ALGORITHM FOR LINEAR-PROGRAMMING

被引:185
作者
YE, YY
机构
[1] Department of Management Sciences, The University of Iowa, Iowa City, 52242, IA
关键词
LINEAR PROGRAMMING; PRIMAL AND DUAL; INTERIOR ALGORITHMS; POTENTIAL FUNCTIONS;
D O I
10.1007/BF01594937
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We describe a primal-dual potential function for linear programming: [GRAPHICS] where p greater-than-or-equal-to n, x is the primal variable, and s is the dual-slack variable. As a result, we develop an interior point algorithm seeking reductions in the potential function with p = n + square root n. Neither tracing the central path nor using the projective transformation, the algorithm converges to the optimal solution set in O(square root nL) iterations and uses O(n3L) total arithmetic operations. We also suggest a practical approach to implementing the algorithm.
引用
收藏
页码:239 / 258
页数:20
相关论文
共 37 条
[21]   BOUNDARY-BEHAVIOR OF INTERIOR POINT ALGORITHMS IN LINEAR-PROGRAMMING [J].
MEGIDDO, N ;
SHUB, M .
MATHEMATICS OF OPERATIONS RESEARCH, 1989, 14 (01) :97-146
[22]  
Megiddo N., 1988, PROGR MATH PROGRAMMI, P131
[23]   AN ALGORITHM FOR CONVEX QUADRATIC-PROGRAMMING THAT REQUIRES O(N3.5L) ARITHMETIC OPERATIONS [J].
MEHROTRA, S ;
SUN, J .
MATHEMATICS OF OPERATIONS RESEARCH, 1990, 15 (02) :342-363
[24]  
MONMA CL, 1987, COMPUTATIONAL EXPT D
[25]   A POLYNOMIAL-TIME PRIMAL-DUAL AFFINE SCALING ALGORITHM FOR LINEAR AND CONVEX QUADRATIC-PROGRAMMING AND ITS POWER-SERIES EXTENSION [J].
MONTEIRO, RDC ;
ADLER, I ;
RESENDE, MGC .
MATHEMATICS OF OPERATIONS RESEARCH, 1990, 15 (02) :191-214
[26]   INTERIOR PATH FOLLOWING PRIMAL-DUAL ALGORITHMS .1. LINEAR-PROGRAMMING [J].
MONTEIRO, RDC ;
ADLER, I .
MATHEMATICAL PROGRAMMING, 1989, 44 (01) :27-41
[27]   A POLYNOMIAL-TIME ALGORITHM, BASED ON NEWTON METHOD, FOR LINEAR-PROGRAMMING [J].
RENEGAR, J .
MATHEMATICAL PROGRAMMING, 1988, 40 (01) :59-93
[28]   COMPUTING KARMARKAR PROJECTIONS QUICKLY [J].
SHANNO, DF .
MATHEMATICAL PROGRAMMING, 1988, 41 (01) :61-71
[29]  
Sonnevend G., 1985, LECTURE NOTES CONTRO, V84, P866
[30]   An Extension of Karmarkar's Algorithm for Linear Programming Using Dual Variables [J].
Todd, Michael J. ;
Burrell, Bruce P. .
ALGORITHMICA, 1986, 1 (1-4) :409-424