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A polynomial projection-type algorithm for linear programming

Author

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  • Végh, László A.
  • Zambelli, Giacomo

Abstract

We propose a simple O([n5/logn]L)O([n5/logn]L) algorithm for linear programming feasibility, that can be considered as a polynomial-time implementation of the relaxation method. Our work draws from Chubanov’s “Divide-and-Conquer” algorithm (Chubanov, 2012), with the recursion replaced by a simple and more efficient iterative method. A similar approach was used in a more recent paper of Chubanov (2013).

Suggested Citation

  • Végh, László A. & Zambelli, Giacomo, 2014. "A polynomial projection-type algorithm for linear programming," LSE Research Online Documents on Economics 55610, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:55610
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    File URL: http://eprints.lse.ac.uk/55610/
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    Cited by:

    1. Daniel Dadush & László A. Végh & Giacomo Zambelli, 2020. "Rescaling Algorithms for Linear Conic Feasibility," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 732-754, May.

    More about this item

    Keywords

    Linear programming; Polynomial-time algorithms; Relaxation method;
    All these keywords.

    JEL classification:

    • J1 - Labor and Demographic Economics - - Demographic Economics

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