《《1995 On polynomiality of the Mehrotra-type predictor—corrector interior-point algorithms》.pdf

MathematicalProgramming68 (1995) 303-318 On polynomiality of the Mehrotra-type predictor- corrector interior-point algorithms Yin Zhang,DetongZhang* Department of Mathematics and Statistics, University of Maryland Baltimore County, Baltimore, MD 21228-5398, USA Received 12July 1993;revised manuscriptreceived 18July 1994 Abstract Recently, Mehrotra [3] proposed a predictor-corrector primal--dual interior-point algorithm for linear programming. At each iteration, this algorithm utilizes a combination of three search directions: the predictor, the corrector and the centering directions, and requires only one matrix factorization. At present, Mehrotras algorithmic framework is widely regarded as the most practically efficient one and has been implemented in the highly successful interior-point code OB1 [2]. In this paper, we study the theoretical convergence properties of Mehrotras interior-point algorithmic framework. For generality, we carry out our analysis on a horizontal linear complementarity problem that includes linear and quadratic programming, as well as the standard linear complementarity problem. Under the monotonicity assumption, we establish polynomial complexity bounds for two variants of the Mehrotra-type predictor--correctorinterior-point algorithms. These results are summarized in the last section in a table. Keywords: Mehrotras predictor--colrectoralgorithm; Polynomialcomplexity 1. Introduction After nearly a decade of extraordinarily intensive research, much has been learned about interior-point methods for linear programming. Still, some problems remain to be fully understood. One such a problem of practical importance has been the theoretical conver- gen