Questions tagged [linear-programming]

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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52
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1answer
1k views

A combinatorial version for the polynomial Hirsch conjecture

Consider $t$ disjoint families of subsets of {1,2,…,n}, ${\cal F}_1,{\cal F_2},\dots {\cal F_t}$ . Suppose that (*) For every $i \lt j \lt k$ and every $R \in {\cal F}_i$, and $T \in {\cal F}_k$, ...
46
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8answers
7k views

The importance of Integrality Gap

I always had trouble in understanding the importance of the Integrality Gap (IG) and bounds on it. IG is the ratio of (the quality of) an optimal integer answer to (the quality of) an optimal real ...
43
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6answers
20k views

Complexity of the simplex algorithm

What is the upper bound on the simplex algorithm for finding a solution to a Linear Program? How would I go about finding a proof for such a case? It seems as though the worst case is if each vertex ...
35
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1answer
2k views

Toy Examples for Plotkin-Shmoys-Tardos and Arora-Kale solvers

I would like to understand how the Arora-Kale SDP solver approximates the Goemans-Williamson relaxation in nearly linear time, how the Plotkin-Shmoys-Tardos solver approximates fractional "...
31
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3answers
2k views

Consequences of existence of a strongly polynomial algorithm for linear programming?

One of the holy grails of algorithm design is finding a strongly polynomial algorithm for linear programming, i.e., an algorithm whose runtime is bounded by a polynomial in the number of variables and ...
31
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2answers
943 views

What classes of mathematical programs can be solved exactly or approximately, in polynomial time?

I am rather confused by the continuous optimization literature and TCS literature about which types of (continuous) mathematical programs (MPs) can be solved efficiently, and which cannot. The ...
30
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2answers
844 views

Is there a polynomial time algorithm to determine if the span of a set of matrices contains a permutation matrix?

I would like to find a polynomial time algorithm that determines if the span of a given set of matrices contains a permutation matrix. If any one knows if this problem is of a different complexity ...
25
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1answer
732 views

Is cubic complexity still the state of the art for LP?

According to D. den Hertog, Interior Point Approach to Linear, Quadratic and Convex Programming, 1994, a linear program with $n$ variables, $n$ constraints and precision $L$ is solvable in $O(n^3L)$ ...
23
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3answers
1k 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 ...
22
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3answers
2k views

How fast can we solve a totally unimodular integer linear program?

(This is a follow-up to this question and its answer.) I have the following totally unimodular (TU) integer linear program (ILP). Here $\ell,m,n_{1},n_{2},\ldots,n_{\ell},c_{1},c_{2},\ldots,c_{m},w$ ...
21
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2answers
543 views

Are edge-vertex graphs of polytopes (decent) expanders?

This question is inspired by the polynomial Hirsch conjecture (PHC). Given a $n$-facet polytope $P$ in $\mathbb R^d$, is the spectral gap of its edge-vertex graph (call it $G$) lower bounded by $\...
20
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1answer
3k views

Solving semidefinite programs in polynomial time

We know that linear programs (LP) can be solved exactly in polynomial time using the ellipsoid method or an interior point method like Karmarkar's algorithm. Some LPs with super-polynomial (...
19
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2answers
5k views

An intuitive/informal proof for LP Duality?

What would be a good informal/intuitive proof for 'hitting the point home' about LP duality? How best to show that the minimized objective function is indeed the minimum with an intuitive way of ...
19
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3answers
2k views

Integrality gap and approximation ratio

When we consider an approximation algorithm for a minimization problem, the integrality gap of an IP formulation for this problem gives a lower bound of an approximation ratio for certain class of ...
19
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1answer
349 views

What are the best possible time/error tradeoffs for approximate solution of linear programs?

For concreteness consider the LP for solving a two-player zero-sum game where each player has $n$ actions. Suppose each entry of the payoff matrix $A$ is at most 1 in absolute value. For simplicity ...
18
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1answer
516 views

The structure of pathological instances for simplex algorithms

As far as I understand, all know deterministic pivot rules for simplex algorithms have specific inputs on which the algorithm requires exponential time (or at least not polynomial) to find the optimum....
17
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1answer
554 views

How not to compute the smallest circle enclosing a finite set of circles

Suppose we have a finite set $L$ of disks in $\mathbb{R}^2$, and we wish to compute the smallest disk $D$ for which $\bigcup L\subseteq D$. A standard way to do this is to use the algorithm of ...
15
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1answer
2k 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 ...
15
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1answer
708 views

Can one efficiently uniformly sample a neighbor of a vertex in the graph of a polytope?

I have a polytope $P$ defined by $\{ x : Ax \leq b, x \geq 0\}$ . Question: Given a vertex $v$ of $P$, is there a polynomial time algorithm to uniformly sample from the neighbors of $v$ in the graph ...
14
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5answers
2k views

Best book on Simplex Method implementation?

I'm interested in implementing SM for LP task, however I've heard about possible pitfalls: Cormen's book says that it is possible to have input data which will make naive implementation to behave in ...
14
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2answers
2k views

Justification for the Hungarian method (Kuhn-Munkres)

I wrote an implementation of the Kuhn-Munkres algorithm for the minimum-weight bipartite perfect matching problem based on lecture notes I found here and there on the web. It works really well, even ...
14
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2answers
3k views

Integer programming with a fixed number of variables

The famous 1983 paper by H. Lenstra Integer Programming With A Fixed Number Of Variables states that integer programs with a fixed number of variables are solvable in time polynomial in the length of ...
14
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2answers
2k views

Generalization of the Hungarian algorithm to general undirected graphs?

The Hungarian algorithm is a combinatorial optimization algorithm which solves the maximum weight bipartite matching problem in polynomial time and anticipated the later development of the important ...
14
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1answer
457 views

Is it enough for linear program constraints to be satisfied in expectation?

In the paper Randomized Primal-Dual analysis of RANKING for Online Bipartite Matching, while proving that the RANKING algorithm is $\left(1 - \frac{1}{e}\right)$-competitive, the authors show that the ...
14
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2answers
1k 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(\...
14
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2answers
1k views

0-1 Linear Programming: computing the Optimal Formulation

Consider the $n$ dimensional space $\{0,1\}^n$, and let $c$ be a linear constraint of the form $a_1x_1 + a_2x_2 + a_3x_3 +\ ...\ + a_{n-1}x_{n-1} + a_nx_n \geq k$, where $a_i \in \mathbb{R}$, $x_i \in ...
14
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1answer
976 views

Does zero integrality gap imply zero duality gap for certain problems?

We know that if the gap between the values of an integer program and its dual (the "duality gap") is zero, then the linear programming relaxations of the integer program and the dual of the relaxation,...
13
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4answers
4k views

LP relaxation of independent set

I've tried the following LP relaxation of maximum independent set $$\max \sum_i x_i$$ $$\text{s.t.}\ x_i+x_j\le 1\ \forall (i,j)\in E$$ $$x_i\ge 0$$ I get $1/2$ for every variable for every cubic ...
13
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4answers
1k 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 ...
13
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3answers
893 views

Which Integer Linear Programs are easy?

While trying to solve a problem, I ended up expressing part of it as the following integer linear program. Here $\ell,m,n_{1},n_{2},\ldots,n_{\ell},c_{1},c_{2},\ldots,c_{m},w$ are all positive ...
13
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1answer
670 views

Numerical stability of Simplex method

The simplex algorithm is often treated either within real arithmetic, or in the discrete world with exact computations. However, it seems to be implemented most often with floating-point arithmetic. ...
12
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2answers
891 views

Minimum maximal solutions of LPs

Linear programming is, of course, nowadays very well understood. We have a lot of work that characterises the structure of feasible solutions, and the structure of optimal solutions. We have the ...
12
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0answers
216 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 ...
11
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2answers
26k 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 ...
11
votes
3answers
477 views

Linear programming solution in one pass with ordered variables

I have a family of linear programming problems: maximise $c' x$ subject to $A x\le b$, $x\ge0$. The elements of $A$, $b$, and $c$ are nonnegative integers, $c$ strictly positive. ($x$ should also ...
10
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1answer
934 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 ...
10
votes
1answer
5k views

LP formulation for if-conditions

I have the following LP: /* Objective function */ min: 1 w + 2 x + 0.5 y + z; /* Variable bounds */ w + x <= T1; w + y = U1; x + z = U2; T1 = 50; U1 = 70; U2 = 25; In this case U1 + U2 > T1 and ...
10
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1answer
227 views

Relaxing $\ell_0$ constraints in an optimization

I have a feasibility question that can be framed as follows. I'm given a point $p$ in a $d$-dimensional vector space, and I want to find the closest point $q$ to $p$ that satisfies a set of "$\ell_0$ ...
10
votes
1answer
467 views

Finding a cutting plane that splits a polyhedron evenly

Say we have a polyhedron in standard form: \begin{equation*} \begin{array}{rl} \mathbf{A}\mathbf{x} = \mathbf{b} \\\\ \mathbf{x} \ge 0 \end{array} \end{equation*} Are there any known methods for ...
9
votes
2answers
461 views

What can be solved with semidefinite programming that can't be solved with linear programming?

I'm familiar with linear programs in that they can solve problems with linear objective functions and linear constraints. But what can semidefinite programming solve that linear programming can't? I ...
9
votes
1answer
376 views

How "hard" is it to maximize a polynomial function subject to linear constraints?

General Problem Suppose we have a multivariate polynomial function $f(\mathbf{x})$, and several linear functions $\ell_i(\mathbf{x})$. What is known about the complexity of solving the following ...
9
votes
2answers
2k views

How/Why are linear systems so crucial to computer science?

I've begun to get involved with Mathematical Optimization quite recently and am loving it. It seems a lot of optimization problems can be easily expressed and solved as linear programs (e.g. network ...
9
votes
2answers
922 views

Techniques for proving bounds on integrality gap in LP(SDP)

A reference to techniques for proving that the size of an integrality gap is bounded by some expression for a particular LP(or SDP, but less important) is needed. Also it would be nice to have a ...
9
votes
2answers
609 views

Midpoint solutions to linear programs

There is a linear program for which I want not merely a solution but a solution that's as central as possible on the face of the polytope that assumes the minimal value. A priori, we expect the ...
9
votes
1answer
634 views

Efficiently solve a system of strict linear inequalities with all coefficients equal to 1 without using a general LP solver?

Per the title, other than using a general purpose LP solver, is there an approach for solving systems of inequalities over variables $x_i, \ldots, x_k$ where inequalities have the form $\sum_{i \in I} ...
9
votes
0answers
281 views

Approximating a convex polyhedron, with fewer inequalities

I have a convex polyhedron $\mathcal{P}$, given by $n$ linear inequalities $a_i \cdot x \le c_i$ where $x$ is a $d$-dimensional vector over the non-negative real numbers. In other words, $$\mathcal{...
8
votes
1answer
395 views

Motivation for Developing Shortest Path Simplex Algorithms

I'm reading Efficient Shortest Path Simplex Algorithms by Donald Goldfarb, Jianxiu Hao and Shen-Roan Kai who considered "the specialization of the primal simplex algorithm to the problem of finding a ...
8
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2answers
549 views

Hardest optimization problems in NC

When learning optimization problems, we usually consider linear programming (or more generally: convex optimization) as the simplest example. It is solvable in polynomial time, and has relatively easy ...
8
votes
1answer
472 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 ...
7
votes
2answers
263 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 ...