A simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm and its objective-function-free complexity

Tomonari Kitahara, Takashi Tsuchiya

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)1890-1903
Number of pages14
JournalSIAM Journal on Optimization
Volume23
Issue number3
DOIs
Publication statusPublished - Oct 29 2013
Externally publishedYes

Fingerprint

Finite Termination
Predictor-corrector
Objective function
Scaling
Polynomial-time Complexity
Invariant
Feasible region
Linear Program
Linear programming
Predictors
Polynomials

All Science Journal Classification (ASJC) codes

  • Software
  • Theoretical Computer Science

Cite this

A simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm and its objective-function-free complexity. / Kitahara, Tomonari; Tsuchiya, Takashi.

In: SIAM Journal on Optimization, Vol. 23, No. 3, 29.10.2013, p. 1890-1903.

Research output: Contribution to journalArticle

@article{e8dbed6c33414169b58b8c001eb37a67,
title = "A simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm and its objective-function-free complexity",
abstract = "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.",
author = "Tomonari Kitahara and Takashi Tsuchiya",
year = "2013",
month = "10",
day = "29",
doi = "10.1137/110835475",
language = "English",
volume = "23",
pages = "1890--1903",
journal = "SIAM Journal on Optimization",
issn = "1052-6234",
publisher = "Society for Industrial and Applied Mathematics Publications",
number = "3",

}

TY - JOUR

T1 - A simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm and its objective-function-free complexity

AU - Kitahara, Tomonari

AU - Tsuchiya, Takashi

PY - 2013/10/29

Y1 - 2013/10/29

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84886285734&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84886285734&partnerID=8YFLogxK

U2 - 10.1137/110835475

DO - 10.1137/110835475

M3 - Article

AN - SCOPUS:84886285734

VL - 23

SP - 1890

EP - 1903

JO - SIAM Journal on Optimization

JF - SIAM Journal on Optimization

SN - 1052-6234

IS - 3

ER -