Large step volumetric potential reduction algorithms for linear programming

被引:10
作者
Anstreicher, KM [1 ]
机构
[1] UNIV IOWA,DEPT MANAGEMENT SCI,IOWA CITY,IA 52242
关键词
linear programming; interior algorithm; potential reduction; volumetric barrier;
D O I
10.1007/BF02206828
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider the construction of potential reduction algorithms using volumetric, and mixed volumetric-logarithmic, barriers. These are true ''large step'' methods, where dual updates produce constant-factor reductions in the primal-dual gap. Using a mixed volumetric-logarithmic barrier we obtain an O(root nmL) iteration algorithm, improving on the best previously known complexity for a large step method. Our results complement those of Vaidya and Atkinson on small step volumetric, and mixed volumetric-logarithmic, barrier function algorithms. We also obtain simplified proofs of fundamental properties of the volumetric barrier, originally due to Vaidya.
引用
收藏
页码:521 / 538
页数:18
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