Average number of iterations of some polynomial interior-point Algorithms for linear programming

O1; We study the behavior of some polynomial interior-point algorithms for solving random linear programming (LP) problems. We show that the average number of iterations of these algorithms, coupled with a finite termination technique, is bounded above by O(n1.5). The random LP problem is Todd'...

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Bibliographic Details
Published inScience in China. Series A, Mathematics, physics, astronomy Vol. 43; no. 8; pp. 829 - 835
Main Author Huang, Siming
Format Journal Article
LanguageEnglish
Published Institute of Policy and Management, Chinese Academy of Sciences, Beijing 100080, China 01.08.2000
Subjects
probabilistic LP models
linear programming
average number of iterations
interior point algorithms
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Summary:O1; We study the behavior of some polynomial interior-point algorithms for solving random linear programming (LP) problems. We show that the average number of iterations of these algorithms, coupled with a finite termination technique, is bounded above by O(n1.5). The random LP problem is Todd's probabilistic model with the standard Gauss distribution.
ISSN:1006-9283
1862-2763
DOI:10.1007/BF02884182