How good are interior point methods? Klee-Minty cubes tighten iteration-complexity bounds (Q2476985): Difference between revisions
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Revision as of 21:45, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How good are interior point methods? Klee-Minty cubes tighten iteration-complexity bounds |
scientific article |
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How good are interior point methods? Klee-Minty cubes tighten iteration-complexity bounds (English)
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12 March 2008
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\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.
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linear programming
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interior point method
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