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A long-step, cutting plane algorithm for linear and convex programming

delete2000-01-01
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J
John E. Mitchell *
S
Srinivasan Ramaswamy
DOI:10.1023/A:1019288816566delete
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Abstract

Abstract

En 中文
A cutting plane method for linear programming is described. This method is an extension of Atkinson and Vaidya's algorithm, and uses the central trajectory. The logarithmic barrier function is used explicitly, motivated partly by the successful implementation of such algorithms. This makes it possible to maintain primal and dual iterates, thus allowing termination at will, instead of having to solve to completion. This algorithm has the same complexity (O(nL(2)) iterations) as Atkinson and Vaidya's algorithm, but improves upon it in that it is a long-step version, while theirs is a short-step one in some sense. For this reason, this algorithm is computationally much more promising as well. This algorithm can be of use in solving combinatorial optimization problems with large numbers of constraints, such as the Traveling Salesman Problem.
Keywords:
cutting plane
path following
analytic center
linear programming
convex programming
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Journal

Annals of Operations Research cover
Annals of Operations Research
IF:
4.5
Papers:
8.0K
Citations:
2.1W

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