How good are interior point methods? Klee-Minty cubes tighten iteration-complexity bounds (Q2476985): Difference between revisions

\textit{V. Klee} and \textit{G. J. Minty} [in: Inequalities III, Proc. 3rd Symp. Los Angeles 1969, 159--175 (1972; Zbl 0297.90047)] gave an example for which the simplex method takes an exponential number of iterations. By refining a variant of the Klee--Minty example, the authors exhibit a nearly worst-case example for path-following interior point methods. It has been proven that solving this \(n\)-dimensional linear optimization problem requires at least 2 of power n minus 1 iterations.