【摘 要】
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We establish polynomial complexity bounds of the Mehrotra-type predictor-corrector algorithms for linear programming over symmetric cones. We first slightly mod
【机 构】
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School of Mathematics and Statistics
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We establish polynomial complexity bounds of the Mehrotra-type predictor-corrector algorithms for linear programming over symmetric cones. We first slightly modify the maximum step size in the predictor step of the safeguard based Mehrotra-type algorithm for linear programming, that was proposed by Salahi et al[18]. Then, using the machinery of Euclidean Jordan algebras, we extend the modified algorithm to symmetric cones. Based on the Nesterov-Todd direction, we obtain O(r logε?1) iteration complexity bound of this algorithm, where r is the rank of the Jordan algebras andεis the required precision. We also present a new variant of Mehrotra-type algorithm using a new adaptive updating scheme of centering parameter and show that this algorithm enjoys the same order of complexity bound as the safeguard algorithm. We illustrate the numerical behaviour of the methods on some small examples.
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