On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming 论文

1993Mathematics of Operations Research引用 389
Advanced Optimization Algorithms ResearchNumerical Methods and AlgorithmsPolynomial and algebraic computation

摘要

We describe several adaptive-step primal-dual interior point algorithms for linear programming. All have polynomial time complexity while some allow very long steps in favorable circumstances. We provide heuristic reasoning for expecting that the algorithms will perform much better in practice than guaranteed by the worst-case estimates, based on an analysis using a nonrigorous probabilistic assumption.