Linear programming in O(n3/ln n/L) operations

被引:75
作者
Anstreicher, KM [1 ]
机构
[1] Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA
[2] Catholic Univ Louvain, Ctr Operat Res & Econometr, B-3000 Louvain, Belgium
关键词
linear programming; interior point algorithm; partial updating; conjugate gradient method;
D O I
10.1137/S1052623497323194
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We show that the complexity to solve linear programming problems, using standard linear algebra, can be reduced to O([n(3)/ln n]L) operations, where n is the number of variables in a standard-form problem with integer data of bit size L. Our technique combines partial updating with a preconditioned conjugate gradient method, in a scheme first suggested by Nesterov and Nemirovskii.
引用
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页码:803 / 812
页数:10
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