The Complexity of Zadeh's Pivot Rule

The Simplex algorithm is one of the most important algorithms in discrete optimization, and is the most used algorithm for solving linear programs in practice. In the last 50 years, several pivot rules for this algorithm have been proposed and studied. For most deterministic pivot rules, exponential...

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Главный автор: Vincent Hopp, Alexander
Формат: Online
Язык:английский
Опубликовано: Logos Verlag Berlin 2021
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Online-ссылка:ONIX_20210408_9783832552060_84
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author Vincent Hopp, Alexander
author_browse Vincent Hopp, Alexander
author_facet Vincent Hopp, Alexander
author_sort Vincent Hopp, Alexander
collection Directory of Open Access Books
description The Simplex algorithm is one of the most important algorithms in discrete optimization, and is the most used algorithm for solving linear programs in practice. In the last 50 years, several pivot rules for this algorithm have been proposed and studied. For most deterministic pivot rules, exponential lower bounds were found, while a probabilistic pivot rule exists that guarantees termination in expected subexponential time. One deterministic pivot rule that is of special interest is Zadeh's pivot rule since it was the most promising candidate for a polynomial pivot rule for a long time. In 2011, Friedmann proved that this is not true by providing an example forcing the Simplex algorithm to perform at least a subexponential number of iterations in the worst case when using Zadeh's pivot rule. Still, it was not known whether Zadeh's pivot rule might achieve subexponential worst case running time. Next to analyzing Friedmann's construction in detail, we develop the first exponential lower bound for Zadeh's pivot rule. This closes a long-standing open problem by ruling out this pivot rule as a candidate for a deterministic, subexponential pivot rule in several areas of linear optimization and game theory.
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spelling doab-20.500.12854ir-644422024-04-04T14:41:13Z The Complexity of Zadeh's Pivot Rule Vincent Hopp, Alexander Optimierung, Optimization Komplexität, Complexity Lineare Programmierung, Linear programming Simplexalgorithmus, Simplex algorithm Pivotregel, Pvot rule thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics The Simplex algorithm is one of the most important algorithms in discrete optimization, and is the most used algorithm for solving linear programs in practice. In the last 50 years, several pivot rules for this algorithm have been proposed and studied. For most deterministic pivot rules, exponential lower bounds were found, while a probabilistic pivot rule exists that guarantees termination in expected subexponential time. One deterministic pivot rule that is of special interest is Zadeh's pivot rule since it was the most promising candidate for a polynomial pivot rule for a long time. In 2011, Friedmann proved that this is not true by providing an example forcing the Simplex algorithm to perform at least a subexponential number of iterations in the worst case when using Zadeh's pivot rule. Still, it was not known whether Zadeh's pivot rule might achieve subexponential worst case running time. Next to analyzing Friedmann's construction in detail, we develop the first exponential lower bound for Zadeh's pivot rule. This closes a long-standing open problem by ruling out this pivot rule as a candidate for a deterministic, subexponential pivot rule in several areas of linear optimization and game theory. 2021-04-08T15:35:12Z 2021-04-08T15:35:12Z 2020 book ONIX_20210408_9783832552060_84 9783832552060 https://directory.doabooks.org/handle/20.500.12854/64442 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://www.logos-verlag.de/cgi-bin/engbuchmid?isbn=5206&lng=eng&id= https://www.logos-verlag.de/ebooks/OA/978-3-8325-5206-0.pdf Logos Verlag Berlin Logos Verlag Berlin 10.30819/5206 10.30819/5206 04b263a1-7fba-4491-9eae-1c394ac42fc3 9783832552060 Logos Verlag Berlin 335 Berlin/Germany open access
spellingShingle Optimierung, Optimization
Komplexität, Complexity
Lineare Programmierung, Linear programming
Simplexalgorithmus, Simplex algorithm
Pivotregel, Pvot rule
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
Vincent Hopp, Alexander
The Complexity of Zadeh's Pivot Rule
title The Complexity of Zadeh's Pivot Rule
title_full The Complexity of Zadeh's Pivot Rule
title_fullStr The Complexity of Zadeh's Pivot Rule
title_full_unstemmed The Complexity of Zadeh's Pivot Rule
title_short The Complexity of Zadeh's Pivot Rule
title_sort complexity of zadeh s pivot rule
topic Optimierung, Optimization
Komplexität, Complexity
Lineare Programmierung, Linear programming
Simplexalgorithmus, Simplex algorithm
Pivotregel, Pvot rule
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
topic_facet Optimierung, Optimization
Komplexität, Complexity
Lineare Programmierung, Linear programming
Simplexalgorithmus, Simplex algorithm
Pivotregel, Pvot rule
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
url ONIX_20210408_9783832552060_84
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