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Large step volumetric potential reduction algorithms for linear programming
Authors:Kurt M. Anstreicher
Affiliation:(1) Department of Management Sciences, University of Iowa, 52242 Iowa City, IA, USA
Abstract:
We consider the construction of potential reduction algorithms using volumetric, and mixed volumetric — logarithmic, barriers. These are true ldquolarge steprdquo methods, where dual updates produce constant-factor reductions in the primal-dual gap. Using a mixed volumetric — logarithmic barrier we obtain an
$$O(sqrt {nmL} )$$
iteration algorithm, improving on the best previously known complexity for a large step method. Our results complement those of Vaidya and Atkinson on small step volumetric, and mixed volumetric — logarithmic, barrier function algorithms. We also obtain simplified proofs of fundamental properties of the volumetric barrier, originally due to Vaidya.Research supported by a Summer Research Grant from the College of Business Administration, University of Iowa.
Keywords:Linear programming  interior algorithm  potential reduction  volumetric barrier
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