A Mehrotra Type Predictor-Corrector Interior-Point Algorithm For Linear Programming
NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION(2019)
摘要
In this paper, we analyze a feasible predictor-corrector linear programming variant of Mehrotra's algorithm. The analysis is done in the negative infinity neighborhood of the central path. We demonstrate the theoretical efficiency of this algorithm by showing its polynomial complexity. The complexity result establishes an improvement of factor n(3) in the theoretical complexity of an earlier presented variant in [2], which is a huge improvement. We examine the performance of our algorithm by comparing its implementation results to solve some NETLIB problems with the algorithm presented in [2].
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关键词
Interior-point algorithm, linear programming, central path, predictor-corrector, iteration complexity
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