Central Path Curvature and Iteration-Complexity for Redundant Klee—Minty Cubes

We consider a family of linear optimization problems over the n-dimensional Klee—Minty cube and show that the central path may visit all of its vertices in the same order as simplex methods do. This is achieved by carefully adding an exponential number of redundant constraints that forces the central path to take at least 2n–2 sharp turns. This fact suggests that any feasible path-following interior-point method will take at least O(2n) …