Probabilistic Analysis of An Infeasible-Interior-Point Algorithm for Linear Programming

Authors:
Kurt M. Anstreicher;Jun Ji;Florian A. Potra;Yinyu Ye
Affiliations:
-;-;-;-
Venue:
Mathematics of Operations Research
Year:
1999

Citing 0
Cited 3

Interior-point methods: worst case and average case analysis of a phase-I algorithm and a termination procedure

Journal of Complexity
Probabilistic analysis of a differential equation for linear programming

Journal of Complexity
On the probabilistic complexity of finding an approximate solution for linear programming

Journal of Complexity

Quantified Score

Hi-index	0.00

Visualization

Abstract

We consider an infeasible-interior-point algorithm, endowed with a finite termination scheme, applied to random linear programs generated according to a model of Todd. Such problems have degenerate optimal solutions, and possess no feasible starting point. We use no information regarding an optimal solution in the initialization of the algorithm. Our main result is that the expected number of iterations before termination with an exact optimal solution is O(n ln(n)).