Log-Barrier Interior Point Methods Are Not Strongly Polynomial

Abstract

We prove that primal-dual log-barrier interior point methods are not strongly polynomial, by constructing a family of linear programs with 3r + 1 inequalities in dimension 2r for which the number of iterations performed is in \Omega (2r). The total curvature of the central path of these linear programs is also exponential in r, 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.