A Superlinearly Convergent O(sqrt{n}L)-Iteration Algorithm for Linear Programming

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1991-07
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In this note we consider a large step modification of the Mizuno-Todd-Ye O (sqrt{n}L) predictor-corrector interior-point algorithm for linear programming. We demonstrate that the modified algorithm maintains its O (sqrt{n}L)-iteration complexity, while exhibiting superlinear convergence for general problems and quadratic convergence for nondegenerate problems. To our knowledge, this is the first construction of a superlinearly convergent algorithm with O (sqrt{n}L)-iteration complexity.

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Ye, Y., Tapia, R.A. and Zhang, Y.. "A Superlinearly Convergent O(sqrt{n}L)-Iteration Algorithm for Linear Programming." (1991) https://hdl.handle.net/1911/101723.

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