An O( P Nl)-iteration Combined Phase I-phase Ii Potential Reduction Algorithm for Linear Programming

نویسنده

  • Yinyu Ye
چکیده

We show that a modiication of the combined Phase I-Phase II interior-point algorithm for linear programming, due to Anstreicher, de Ghellinck and Vial, Fra-ley, and Todd, terminates in O(p nL) iterations from a suitable initial (interior but infeasible) solution. The algorithm either detects infeasibility, or approaches feasibility and optimality simultaneously, or generates a feasible primal-dual pair whose initial potential value is properly bounded, so that any O(p nL)-iteration algorithm can complete the rest of the work.

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تاریخ انتشار 1992