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The complexity of linear programming

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  • A.H.G. RinnooyKan
  • J. Telgen

Abstract

The simplex method for linear programming has always been very successful from a practical point of view. In the worst case, however, the method may require a computational effort that increases exponentially with problem size. Recently L.G. Khachianproposed an entirely different solution method whose running time is bounded by a polynomial function of problem size, thereby settling a major open problem in computational complexity theory. We review the developments preceding Khachian's discovery, describe the algorithm and discuss its implications.

Suggested Citation

  • A.H.G. RinnooyKan & J. Telgen, 1981. "The complexity of linear programming," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 35(2), pages 91-107, June.
  • Handle: RePEc:bla:stanee:v:35:y:1981:i:2:p:91-107
    DOI: 10.1111/j.1467-9574.1981.tb00717.x
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