A Simple Variant of the Mizuno-Todd-Ye Predictor-Corrector Algorithm and Its Objective-Function-Free Complexity
نویسندگان
چکیده
In this paper, we propose a simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm for linear programming problem (LP). Our variants execute a natural finite termination procedure at each iteration and it is easy to implement the algorithm. Our algorithm admits an objective-function free polynomial-time complexity when it is applied to LPs whose dual feasible region is bounded.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 23 شماره
صفحات -
تاریخ انتشار 2013