CFDP 861

A Centered Projective Algorithm for Linear Programming

Author(s): 

Publication Date: February 1988

Pages: 40

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(/n x 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

JEL Classification Codes:  213

See CFP: 769