Convergence behavior of Karmarkar's projective algorithm for solving a simple linear program

  • Authors:
  • John A. Kaliski;Yinyu Ye

  • Affiliations:
  • Department of Management Sciences, The University of Iowa, Iowa City, IA 52242, USA;Department of Management Sciences, The University of Iowa, Iowa City, IA 52242, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 1991

Quantified Score

Hi-index 0.00

Visualization

Abstract

We describe the convergence behavior of Karmarkar's projective algorithm for solving a simple linear program. We show that the algorithm requires at least n - 1 iterations to reach the optimal solution, while the simplex method may need one pivot step. Thus in the worst case, Karmarkar's algorithm will require at least @W(n) iterations to converge.