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The random-facet simplex algorithm on combinatorial cubes

机译:组合立方体上的随机面单纯形算法

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The RANDOM-FACET algorithm is a randomized variant of the simplex method which is known to solve any linear program with n variables and m constraints using an expected number of pivot steps which is subexponential in both n and in. This is the theoretically fastest simplex algorithm known to date if m approximate to n; it provably beats most of the classical deterministic variants which require exp(Omega(n)) pivot steps in the worst case. RANDOM-FACET has independently been discovered and analyzed ten years ago by Kalai as a variant of the primal simplex method, and by Matousek, Sharir, and Welzl in a dual form. The essential ideas and results connected to RANDOM-FACET can be presented in a particularly simple and instructive way for the case of linear programs over combinatorial n-cubes. I derive an explicit upper bound of [GRAPHICS] on the expected number of pivot steps in this case, using a new technique of "fingerprinting" pivot steps. This bound also holds for generalized linear programs, similar flavors of which have been introduced and studied by several researchers. I then review an interesting class of generalized linear programs, due to Matousek, showing that RANDOM-FACET may indeed require an expected number of exp(Omega(rootn)) pivot steps in the worst case. The main new result of the paper is a proof that all actual linear programs in Matousek's class are solved by RANDOM-FACET with an expected polynomial number of O(n(2)) pivot steps. This proof exploits a combinatorial property of linear programming which has only recently been discovered by Holt and Klee. The result establishes the first scenario in which an algorithm that works for generalized linear programs "recognizes" proper linear programs. Thus, despite Matousek's worst-case result, the question remains open whether RANDOM-FACET (or any other simplex variant) is a polynomial-time algorithm for linear programming. Finally, I briefly discuss extensions of the combinatorial cube results to the general case. (C) 2002 Wiley Periodicals, Inc. [References: 23]
机译:RANDOM-FACET算法是单纯形方法的随机变体,已知使用期望的枢轴步数在n和in内都是指数级的,可以求解具有n个变量和m个约束的任何线性程序。这是理论上最快的单纯形算法如果m接近n,则迄今为止已知;在最坏的情况下,它可证明击败了大多数需要exp(Omega(n))枢轴步进的经典确定性变量。十年前,Kalai作为原始单纯形法的一种变体以及Matousek,Sharir和Welzl以双重形式独立发现并分析了RANDOM-FACET。对于组合n立方上的线性程序,可以用一种特别简单和有启发性的方式介绍与RANDOM-FACET相关的基本思想和结果。在这种情况下,我使用“指纹识别”枢轴步骤的新技术得出了[GRAPHICS]的明确上限。这个界限也适用于广义线性程序,一些研究人员已经介绍和研究了类似的程序。然后,由于Matousek,我回顾了一类有趣的广义线性程序,它表明在最坏的情况下,RANDOM-FACET可能确实需要预期数量的exp(Omega(rootn))枢轴步。本文的主要新结果是证明了Matousek类中的所有实际线性程序均可以通过期望的多项式为O(n(2))个枢轴步长的RANDOM-FACET求解。该证明利用了线性编程的组合特性,该特性直到最近才被Holt和Klee发现。结果建立了第一种情况,其中适用于广义线性程序的算法“识别”适当的线性程序。因此,尽管出现Matousek的最坏情况,但仍然存在一个问题,即RANDOM-FACET(或任何其他单纯形变量)是否是用于线性规划的多项式时间算法。最后,我简要讨论了组合多维数据集结果对一般情况的扩展。 (C)2002 Wiley Periodicals,Inc. [参考:23]

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