Abstract:

A new interior point wideneighborhood predictorcorrecting algorithm is presented for a linear programming problem. On the basis of the idea of a predictorcorrecting algorithm, the iteration of our algorithm is faster in a wideneighborhood than in a narrow one. The concrete steps of the algorithm are introduced, its computational complexity is discussed, and the results indicate that the algorithm is a polynomialtime one. The validity of the algorithm is confirmed though a numerical experiment.

Key words: linear programming; wideneighborhood; predictorco rrector algorithms; complexity