Improved complexity using higher-order correctors for primal-dual Dikin affine scaling

A selection of these reports is available in PostScript form at the Faculty's anonymous ftp-No part of this Journal may be reproduced in any form, by print, photoprint, microolm or any other means without written permission from Abstract In this paper we show that the primal{dual Dikin aane scaling algorithm for linear programming of Jansen, Roos and Terlaky enhances an asymptotical O(p nL) complexity by using corrector steps. We also show that the result remains valid when the method is applied to positive semi{ deenite linear complementarity problems.