English

Log-barrier interior point methods are not strongly polynomial

Optimization and Control 2018-10-30 v2 Combinatorics

Abstract

We prove that primal-dual log-barrier interior point methods are not strongly polynomial, by constructing a family of linear programs with 3r+13r+1 inequalities in dimension 2r2r for which the number of iterations performed is in Ω(2r)\Omega(2^r). The total curvature of the central path of these linear programs is also exponential in rr, disproving a continuous analogue of the Hirsch conjecture proposed by Deza, Terlaky and Zinchenko. Our method is to tropicalize the central path in linear programming. The tropical central path is the piecewise-linear limit of the central paths of parameterized families of classical linear programs viewed through logarithmic glasses. This allows us to provide combinatorial lower bounds for the number of iterations and the total curvature, in a general setting.

Keywords

Cite

@article{arxiv.1708.01544,
  title  = {Log-barrier interior point methods are not strongly polynomial},
  author = {Xavier Allamigeon and Pascal Benchimol and Stéphane Gaubert and Michael Joswig},
  journal= {arXiv preprint arXiv:1708.01544},
  year   = {2018}
}

Comments

This paper supersedes arXiv:1405.4161. 31 pages, 5 figures, 1 table

R2 v1 2026-06-22T21:07:08.339Z