A Simple Variant of the Mizuno--Todd--Ye Predictor-Corrector Algorithm and Its Objective-Function-Free Complexity

In this paper, we propose a simple variant of the Mizuno--Todd--Ye predictor-corrector algorithm for linear programming. Our variant employs a simple and a natural scaling-invariant search direction aiming at finite-termination, and, even if finite-termination fails, the same direction is occasional...

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Bibliographic Details
Published inSIAM journal on optimization Vol. 23; no. 3; pp. 1890 - 1903
Main Authors Kitahara, Tomonari, Tsuchiya, Takashi
Format Journal Article
LanguageEnglish
Published Philadelphia Society for Industrial and Applied Mathematics 01.01.2013
Subjects
Algorithms
Explicit knowledge
Linear programming
Variables
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ISSN1052-6234
1095-7189
DOI10.1137/110835475

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Summary:In this paper, we propose a simple variant of the Mizuno--Todd--Ye predictor-corrector algorithm for linear programming. Our variant employs a simple and a natural scaling-invariant search direction aiming at finite-termination, and, even if finite-termination fails, the same direction is occasionally used instead of the ordinary predictor step. Our algorithm is scaling-invariant, is easy to implement, and enjoys an objective-function-free polynomial-time complexity for a linear program with bounded feasible region. [PUBLICATION ABSTRACT]
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ISSN:1052-6234
1095-7189
DOI:10.1137/110835475