Mathematical and computational method for finding the best outcome in a given mathematical model where the list of requirements is represented as linear relationships.

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31 views

Vector Product in the constrinats on an optimization problem

Can the following optimization problem be solved using Semi-Definite Programming or Linear Programming. We are given a data matrix $A$, which is known. We have the following optimization problem. This ...
4
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0answers
85 views

Are there integer programs with small coefficients that only have large solutions?

It is well-known that if an integer linear program has a feasible solution, then it has a feasible solution whose bit size is polynomially bounded. For example, here is Theorem 13.4 from Papadimitriou ...
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1answer
191 views

Is finding an optimal solution to this Knapsack-like problem NP-hard?

Suppose our inputs are a set of objects with weights $w_1,...,w_n$. We have two separate sets of profits: $p_1,...,p_n$ and $v_1,...,v_n$. We wish to maximize $ \sum_{i=1}^{n} p_i(1-x_i)+\alpha_i ...
5
votes
1answer
198 views

The Average-case Complexity of Simplex Algorithm

I was wondering if there are any results on the average case complexity of the simplex algorithm. Let $A \in \mathbb{R}^{m \times n}$ be the matrix in the linear constraint. I know that Smale did ...
1
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0answers
37 views

Convex hull of codebook (LP-decoding)

So the well-cited article by Feldman et al from 2005 has a method of constructing the convex hull of the feasible set for ML-decoding. Basically, he considers the parity check matrix $H$ as a Tanner ...
12
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4answers
423 views

Finding the sparsest solution to a system of linear equations

How hard is it to find the sparsest solution to a system of linear equations? More formally, consider the following decision problem: Instance: A system of linear equations with integer coefficients ...
2
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0answers
74 views

How to prove integrality of LP with not totally unimodular matrix

I have a linear program (LP) for which the constraint matrix is NOT totally unimodular (TU). However, even though constraint matrix is small (14x20), extensive generation of random coefficients for ...
0
votes
2answers
293 views

NP completeness of linear $0-1$ assignment problem

Supposing we have a linear equation in $n^2$ variables with integer (negatives allowed) coefficients of at most $m$ bits each. Partition $\Pi_1$ the variables into $n$ disjoint sets of $n$ variables ...
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1answer
74 views

On a Linearization of the Quadratic Assignment Problem

The Quadratic Assignment Problem formulated as an integer program: \begin{align} \mbox{minimize}\quad & \sum_{i=1}^n\sum_{j=1}^nc_{ij} x_{ij} + \sum_{i=1}^n\sum_{j=1}^n\sum_{k=1}^n\sum_{l=1}^n ...
1
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0answers
93 views

Linear Programing with Rounding for the Fire Station Problem

Consider the following fire station problem: The input is a positive integer k and a complete undirected graph $G = (V,E)$ with distances on the edges. The distances form a metric: $d(v, v) = 0$, $d(...
11
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106 views

Linear programming with superpolynomially many constraints?

(The specific problem I have is stated as precisely as I could in the very last paragraph which starts with a boldface "Question:", up until then the question provides context for it.) Say we have an ...
2
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0answers
102 views

Inclusion of polytopes

Consider the following two system of linear (in)eqaulities: $S = Ax \leq b;\; Cx = e$ $T = Dx \leq d;\; Gx = g$ How can I check if $S\cap \neg T=\emptyset$ where $\neg T$ is the complement of the ...
3
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0answers
46 views

Equivalence of weighted Minkowski sums

Given $n$ polytopes $P_1, \cdots, P_n$, each $P_i$ is given as the V-representation, i.e., a set of $m$ points as its set of vertices. Furthermore, consider a variant of the Minkowski sum (somehow ...
1
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0answers
56 views

Decide whether a point is a vertex of a polytope?

Inspired by the question, I would like to ask the following question: Input: A polytope specified by $\Theta=\{\vec{x}\mid A\vec{x}\leq b\}$, and its affine projection $f(\Theta)= \{(\vec{c}_1\cdot \...
1
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0answers
36 views

Check whether a point is a vertex of Minkowski sum of polytopes

Given $n$ polytopes $$\begin{align*} P_1&=\{(f^1_1(\vec{x}_1), \cdots, f^1_m(\vec{x}_1))\mid A_1\vec{x}_1\leq b_1\}\\ P_2&=\{(f^2_1(\vec{x}_2), \cdots, f^2_m(\vec{x}_2))\mid A_2\vec{x}_2\leq ...
1
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0answers
40 views

How to compute the basis

Given $n$ sets of linear constraints $\Theta_1, \cdots, \Theta_n$ which are over $\vec{x}_1, \cdots, \vec{x}_n$ respectively where $\vec{x}_i$ and $\vec{x}_j$ are pairwise disjoint, and $W= \begin{...
12
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2answers
794 views

Checking equivalence of two polytopes

Consider a vector of variables $\vec{x}$, and a set of linear constraints specified by $A\vec{x}\leq b$. Furthermore, consider two polytopes $$\begin{align*} P_1&=\{(f_1(\vec{x}), \cdots, f_m(\...
3
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0answers
79 views

LPs with “sparse solutions”

Consider a graph optimization on a graph with n vertices and m edges that can be written as an LP (like say bipartite matching). By the duality with vertex cover, we know that there's a sparse dual ...
1
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0answers
67 views

Runtime of Gomory's Cutting Plane Algorithm

I read in several sources that the use of Gomory's cuts exclusively in Integer Programming was shown to be inefficient in practice when Gomory had created them. But later down the line they were shown ...
4
votes
1answer
109 views

Polytopes convex hull

Assume $P_1$, $P_2$ and $Q$ are axis-parallel polytopes in $\mathbb{R}^d$. Is it true to say that checking $CH(P_1\cup P_2)\neq Q$ is NP-hard? There is a similar result for the general polytopes but I ...
6
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0answers
87 views

SVM - running time for detecting if data is linearly separable?

If my understanding is correct, one way to check if a set of $m$ data points is linearly separable is to use support vector machines to find a maximum margin hyperlane for separating the data; the ...
2
votes
1answer
114 views

H-representation of convex hull

Consider a set of polytopes $P_j\;\;j=1,2,\dots,r$ with the same structure as follows: $P_j=\Big\{(x_{j1},\dots, x_{jt})\Big| \sum_{i=1}^t x_{ji}=1, x_{ji}\in [a_{ji},b_{ji}]\subseteq [0,1]\Big\}$ ...
5
votes
2answers
218 views

What are some of the most ingenious linear programs developed for tackling hard combinatorial problems?

What are some known ingenious linear programs that have been developed for tackling hard combinatorial optimization problems, especially any linear programs which had helped in getting good ...
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0answers
55 views

Minimum cost flow with Demand and Edge Capacity scaling

Consider a the splittable minimum cost flow problem on network $G(V,E,W,C)$ and a set of commodities $(s_i,t_i)$ with demand $d_i$ for $i=1,2,\dots,k$. Here, $w_e$ and $c_e$ is the weight of edge $e$ ...
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votes
1answer
245 views

Vertices of a polytope

Consider the polytope $P=\{(x_1,x_2,...,x_n)\in \mathbb{R}^n| \sum_{i=1}^n x_i=1; 0\leq a_i\leq x_i\leq b_i, i=1,...,n\}$ where $a_i$ and $b_i$ are constant lower and upper bounds for $x_i$. Is it ...
7
votes
1answer
200 views

Embedding a graph in the euclidean space

Given a graph $G=(V,E)$, find a mapping $f\colon V \rightarrow \mathbb R^d$ such that for every edge $(u,v) \in E$ we have that $||f(u)-f(v)|| \leq r$; and for every $(u,v) \not \in E$, we have the ...
5
votes
1answer
115 views

Is computing the dual optimum of a degenerate LP equivalent in complexity to solving LP?

Given a primal LP and an optimum solution thereof, it is well-known that complementary slackness conditions [1] can be used in non-degenerate cases to produce a dual optimum solution. For instance, ...
3
votes
0answers
119 views

Exactly solvable but non-trivial integrality gap

Are there interesting polynomial time solvable problems that we know of for which the natural convex relaxation has a non-trivial integrality gap? Note: Maximum matching doesn't qualify because I ...
-1
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1answer
163 views

convertion into integer linear program for Ising spin state problem [closed]

I am trying to model the Ising spin state problem into Integer linear program and find the optimal ground state using lp_solve. (This is just a miniature version of Ising state problem) $$ maximise: \...
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0answers
45 views

Hoare program correctness

Which is the easiest way to find a valid Invariant for a While Program in the Hoare program correctness verification? Is there a "guided" way to do that?
6
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0answers
137 views

Are highly symmetric inequalities solvable over integers?

Suppose I have $n$ variables $x_1,\ldots,x_n$ that satisfy some inequalities that are highly symmetric, e.g., for all $S\subset [n], |S|=k$ we have $\sum_{i\in S} f(x_i,k)\le \sum_{i\in [n]} g(x_i,k)$,...
0
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2answers
177 views

Logic with Linear Programming

Can first-order logic be modeled/simulated as linear programming or integer programming? What about other forms of logic (say second order)? Update: am actually not a theory person, but more on the ...
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0answers
164 views

Problems which are solvable using Linear Programming

Can anyone share a link to a good survey/book about the different problem types for which we have a linear programming based solution for, as well as the related techniques?
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0answers
68 views

LP solver for sparse, PSD and strictly diagonally dominant matrix

I have a linear problem with a sparse, psd and strictly diagonally dominant matrix. Can you please point me to some known best solvers (in terms of runtime, or easy to be practically optimized for ...
-1
votes
1answer
67 views

Combinatorial algorithm for load balancing

I have a problem that can be solved with linear programming, but I'm hoping there's a combinatorial algorithm for this (even approximation is fine). This is basically a load balancing problem using ...
5
votes
2answers
6k views

Intuitively, why is the complementary slackness condition true?

What's an intuitive proof that shows that the conditions of complementary slackness are indeed true: If $x^*_j > 0$ then the $j$-th constraint in the dual is binding. If the $j$-th constraint in ...
7
votes
1answer
334 views

Why is complementary slackness important?

Complementary slackness (CS) is commonly taught when talking about duality. It establishes a nice relation between the primal and the dual constraint/variables from a mathematical viewpoint. The two ...
2
votes
1answer
186 views

Literature for Generalized Load Balancing

i am looking for literature on this kind of problem. $$ \begin{align} \min_x \max_k &\quad \sum_{i,j} x_{ij}c_{ijk}\\ \text{subject to}&\\ &\sum_j x_{ij}=1,&& \forall i\in\mathcal ...
5
votes
0answers
181 views

Practical algorithm for testing whether an edge is Delaunay

I have a set of vertices $V\subset\mathbb R^3$ and a set of edges $S=\{(a,b)|a,b \in V\}$. I want to know whether an edge in the set $S$ is Delaunay against the vertices in $V$. My assumed ...
2
votes
1answer
184 views

Complexity of linear programming

It is known that Linear Programming (LP) is P-complete. I am interested in approximation algorithms for LP. There are numerous inapproximability results for NP optimization problems, e.g. it is NP-...
0
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0answers
100 views

Definition of convex optimization problem by Stephen Boyd and Lieven Vandenberghe

Boyd and Vandenberghe say that a convex optimization problem is one of the form: minimize $f_0(x)$ subject to $$f_i(x)\le 0, i=1,\ldots m$$ $$a_i^\top x=b_i, i=1,\ldots p$$ ...
3
votes
1answer
175 views

What is known about this binary representation polytope?

Consider the following set. $S_n =\{ (x,y) ~|~x \in \mathbb{Z}_+~\wedge~ y \in \{0,1\}^n ~\wedge~x=\sum_{i=0}^{n-1} 2^i y_i \}$ $S_n$ is a collection of pairs $(x,y)$, where $x$ is an integer ...
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0answers
121 views

Optimization as LP on the convex hull of its solution space

I have heard claims that for a certain class of optimization problems, one can re-write the problem as a linear-programming problem on the convex hull of the solution space of the original problem (...
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votes
1answer
288 views

equivalent way(s) of expressing P=?NP problem in linear programming?

the paper "In defense of the Simplex Algorithm's worst-case behavior" Disser/Skutella [1] was recently cited on this tcs.se site by saeed on another interesting question. the paper introduces the idea ...
2
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1answer
154 views

Proof-techniques for the hardness of optimization problems (esp. Polynomial time)

I've given an optimization problem for which I want to show that it is solvable in polynomial time. Now, I have two questions: Can this be done by formulating a mixed-integer linear program such ...
22
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3answers
785 views

Optimization problems with good characterization, but no polynomial-time algorithm

Consider optimization problems of the following form. Let $f(x)$ be a polynomial-time computable function that maps a string $x$ into a rational number. The optimization problem is this: what is the ...
1
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1answer
116 views

Feasibility of equations with max constraints

Relating to a question I posted here, I have formulated the following question: Notation: $\max\{ x_1, \cdots, x_n \}$ denotes the maximal number among $x_1, \cdots, x_n$. How to check the following ...
12
votes
1answer
488 views

Equivalence of feasibility checking and optimization for linear systems

One way to show that checking the feasibility of a linear system of inequalities is as hard as linear programming is via the reduction given by the ellipsoid method. An even easier way is to guess the ...
2
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2answers
265 views

A variant of linear programming

Consider this "variant" of linear programming: Notation: $\max\{ x_1, \cdots, x_n \}$ denotes the maximal number among $x_1, \cdots, x_n$; minimize $\sum a_i x_i$ such that $\max\{x_i\mid i\...
2
votes
1answer
105 views

Testing feasibility of special linear programs

We have a linear program in the standard form $Ax=b,x\geq 0$ with $A(i,j)\in\{-1,0,1\}\:\forall\,i,j$ and $b(i)\in\{0,1\}\:\forall\,i$. $A$ is not full rank. Is the time complexity of testing the ...