For interior-point algorithms in linear programming, it is well known that the selection of the centering parameter is crucial for proving polynomiality in theory and for efficiency in practice. However, the selection of the centering parameter is usually by heuristics and separated from the selection of the line-search step size. The heuristics are quite different while developing practically efficient algorithms, such as Mehrotra's predictor-corrector (MPC) algorithm, and theoretically efficient algorithms, such as short-step path-following algorithm. This introduces a dilemma that some algorithms with the best-known polynomial bound are least efficient in practice, and some most efficient algorithms may not be convergent in polynomial time. Therefore, in this paper, we propose a systematic way to optimally select the centering parameter and linesearch step size at the same time, and we show that the algorithm based on this strategy has the best-known polynomial bound and may be very efficient in computation for real problems.
Ya-Guang Yang
. An Interior-Point Algorithm for Linear Programming with Optimal Selection of Centering Parameter and Step Size[J]. Journal of the Operations Research Society of China, 2021
, 9(3)
: 659
-671
.
DOI: 10.1007/s40305-020-00312-x
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