We develop a new interior point method for solving linear programs. Our algorithm is universal in the sense that it matches the number of iterations of any interior point method that uses a self-concordant barrier function up to a factor $O(n^{1.5}\log n)$ for an $n$-variable linear program in standard form. The running time bounds of interior point methods depend on bit-complexity or condition measures that can be unbounded in the problem dimension. This is in contrast with the simplex method that always admits an exponential bound. Our algorithm also admits a combinatorial upper bound, terminating with an exact solution in $O(2^{n} n^{1.5}\log n)$ iterations. This complements previous work by Allamigeon, Benchimol, Gaubert, and Joswig (SIAGA 2018) that exhibited a family of instances where any path-following method must take exponentially many iterations.
翻译:我们开发了一种新的解决线性程序的内部点方法。 我们的算法是普遍性的, 因为它与任何内部点方法的迭代数相匹配, 该内点方法使用一个自相兼容的屏障函数, 标准格式为 $O (n<unk> 1.5 <unk> log n) 乘以 $O (n<unk> 1.5 <unk> log n) 乘以 $n 的可变线性程序。 内点方法的运行时间范围取决于在问题维度上可以不受限制的比特复合度或条件度量。 这与总是承认指数性约束的简单x 方法不同。 我们的算法还接受一个组合式的上界, 以 $O (2<unk> n} n<unk> <unk> 1.5 log n) 的迭代号来终止一个精确的解决方案 。 这补充了 Allamigeon、 Genchimol、 Gaubert 和 Joswig (SIAGA 2018) 先前的工作, 之前的工作, 它展示了一系列的情况, 其中任何遵循路径的方法都必须以指数式的迭代数 。</s>