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

  • Authors:
  • Petra Huhn;Karl Heinz Borgwardt

  • Affiliations:
  • University of Augsburg, Institute for Mathematics, 86135 Augsburg, Germany;University of Augsburg, Institute for Mathematics, 86135 Augsburg, Germany

  • Venue:
  • Journal of Complexity
  • Year:
  • 2002

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Abstract

We are interested in the average behavior of interior-point methods (IPMs) for linear programming problems (LPs). We use the rotation-symmetry-model as the probabilistic model for the average case analysis. This model had been used by Borgwardt in his average case analysis of the simplex-method. IPMs solve LPs in three phases. First, one has to find an appropriate starting point, then a sequence of interior points is generated, which converges to the optimal face. Finally, the optimum has to be calculated, as it is not an interior point. We present upper bounds on the average number of iterations in the first and the third phase by looking at random figures of the underlying polyhedron. These bounds show, that IPMs solve LPs in strongly polynomial time in the average case, so only the dimension parameters and not the encoding length of the problem determine the average behavior of IPMs.