Probabilistic analysis of an infeasible-interior-point algorithm for linear programming

被引:16
作者
Anstreicher, KM [1 ]
Ji, J
Potra, FA
Ye, YY
机构
[1] Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA
[2] Valdosta State Univ, Dept Math, Valdosta, GA 31698 USA
[3] Univ Iowa, Dept Math, Iowa City, IA 52242 USA
关键词
linear programming; average-case behavior; infeasible-interior-point algorithm;
D O I
10.1287/moor.24.1.176
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider an infeasible-interior-point algorithm, endowed with a finite termination scheme, applied to random linear programs generated according to a model of Todd. Such problems have degenerate optimal solutions, and possess no feasible starting point. We use no information regarding an optimal solution int he initialization of the algorithm Our main result is that the expected number of iterations before termination with an exact optimal solution is O(n ln(n)).
引用
收藏
页码:176 / 192
页数:17
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