Log-Barrier Interior Point Methods Are Not Strongly Polynomial
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Publication:4564017
DOI10.1137/17M1142132zbMATH Open1391.90637arXiv1708.01544OpenAlexW2745127509WikidataQ117245035 ScholiaQ117245035MaRDI QIDQ4564017FDOQ4564017
Stéphane Gaubert, Michael Joswig, Xavier Allamigeon, Pascal Benchimol
Publication date: 12 June 2018
Published in: SIAM Journal on Applied Algebra and Geometry (Search for Journal in Brave)
Abstract: We prove that primal-dual log-barrier interior point methods are not strongly polynomial, by constructing a family of linear programs with inequalities in dimension for which the number of iterations performed is in . The total curvature of the central path of these linear programs is also exponential in , disproving a continuous analogue of the Hirsch conjecture proposed by Deza, Terlaky and Zinchenko. Our method is to tropicalize the central path in linear programming. The tropical central path is the piecewise-linear limit of the central paths of parameterized families of classical linear programs viewed through logarithmic glasses. This allows us to provide combinatorial lower bounds for the number of iterations and the total curvature, in a general setting.
Full work available at URL: https://arxiv.org/abs/1708.01544
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