Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
In this paper we show that the primal-dual Dikin affine scaling algorithm for linear programming of Jansen, Roos and Terlaky enhances an asymptotical O(root nL) complexity by using corrector steps, We also show that the result remains valid when the method is applied to positive semi-definite linear complementarity problems.
complexity affine scaling linear programming interior-point algorithm