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A Mehrotra type predictor-corrector interior-point algorithm for linear programming

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  • In this paper, we analyze a feasible predictor-corrector linear programming variant of Mehrotra's algorithm. The analysis is done in the negative infinity neighborhood of the central path. We demonstrate the theoretical efficiency of this algorithm by showing its polynomial complexity. The complexity result establishes an improvement of factor $ n^3 $ in the theoretical complexity of an earlier presented variant in [2], which is a huge improvement. We examine the performance of our algorithm by comparing its implementation results to solve some NETLIB problems with the algorithm presented in [2].

    Mathematics Subject Classification: 90C05, 90C51.

    Citation:

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  • Table 1.  The number of iterations

    Problem $ m $ $ n $ Alg 1 (It.) Alg 1 ($ x^Tv $) Alg 2 (It.) Alg 2 ($ x^Tv $)
    blend 74 114 242 8.3720e-4 280 8.4720e-4
    adlittle 56 138 61 3.8658e-4 376 3.7909e-4
    scagr7 129 185 308 4.2065e-4 217 7.5233e-4
    share1b 117 253 51 1.3551e-4 344 1.0125e-4
    share2b 96 162 191 3.8527e-4 296 3.9533e-4
    scsd1 77 760 75 1.1725e-4 112 1.0346e-4
    sc105 105 163 238 5.0063e-4 266 1.6058e-4
    agg 488 615 31 1.0920e-4 199 1.0088e-4
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