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 journalArticlepeer-review

4 Citations (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 - 2013
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Software
  • Theoretical Computer Science

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