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Improved complexity using higher-order correctors for primal-dual Dikin affine scaling

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Abstract

In this paper we show that the primal-dual Dikin affine scaling algorithm for linear programming of Jansen. Roos and Terlaky enhances an asymptotical\(O(\sqrt n L)\) complexity by using corrector steps. We also show that the result remains valid when the method is applied to positive semi-definite linear complementarity problems.

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Author information

Authors and Affiliations

  1. Faculty of Technical Mathematics and Informatics, Delft University of Technology, P.O. Box 5031, 2600 GA, Delft, Netherlands

    B. Jansen, C. Roos & T. Terlaky

  2. Department of Management Science, University of Iowa, Iowa City, IA, USA

    Y. Ye

Authors
  1. B. Jansen
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  2. C. Roos
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  3. T. Terlaky
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  4. Y. Ye
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Additional information

This work was done while the fourth author was visiting Delft University of Technology on a grant of the Dutch Organization for Scientific Research (NWO). The first author is supported by the Dutch Organization for Scientific research (NWO), grant 611-304-028. The third author is on leave from the Eötvös University, Budapest, and partially supported by OTKA No. 2116. The fourth author is partially supported by NSF Grant DDM-9207347. The work of the third and the fourth author is partially supported by an Obermann Fellowship of the Advanced Research Center of the University of Iowa.

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Jansen, B., Roos, C., Terlaky, T. et al. Improved complexity using higher-order correctors for primal-dual Dikin affine scaling. Mathematical Programming 76, 117–130 (1997). https://doi.org/10.1007/BF02614380

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  • DOI: https://doi.org/10.1007/BF02614380

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