On the convergence of a predictor-corrector variant algorithm

R. Almeida ^[2] ; A. Teixeira ^[1]
1. [1] Universidade de Lisboa
  
  Universidade de Lisboa
  
  Socorro, Portugal
2. [2] University of Trás-os-Montes e Alto Douro, Portugal
Localización: Top, ISSN-e 1863-8279, ISSN 1134-5764, Vol. 23, Nº. 2, 2015, págs. 401-418
Idioma: inglés
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Resumen
- A feasible predictor-corrector Linear Programming variant of Mehrotra’s algorithm, that was shown to have good performance on transportation and assignment problems, was developed by Bastos and Paixão. We prove the theoretical efficiency of this algorithm by showing its polynomial complexity and its superlinear convergence.