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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Idioma:inglês
Publicado em: Logos Verlag Berlin 2022
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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-842192025-07-30T07:20:00Z The Complexity of Zadeh's Pivot Rule Hopp, Alexander Vincent Computers Computer Science 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. 2022-06-19T04:01:38Z 2022-06-19T04:01:38Z 2022-06-18T05:38:39Z 2020 book OCN: 1235833310 https://library.oapen.org/handle/20.500.12657/56796 9783832552060 https://directory.doabooks.org/handle/20.500.12854/84219 eng open access image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg n/a n/a n/a n/a n/a n/a https://library.oapen.org/bitstream/20.500.12657/56796/1/external_content.pdf https://library.oapen.org/bitstream/20.500.12657/56796/1/external_content.pdf https://library.oapen.org/bitstream/20.500.12657/56796/1/external_content.pdf https://library.oapen.org/bitstream/20.500.12657/56796/1/external_content.pdf https://library.oapen.org/bitstream/20.500.12657/56796/1/external_content.pdf https://library.oapen.org/bitstream/20.500.12657/56796/1/external_content.pdf Logos Verlag Berlin Logos Verlag Berlin https://doi.org/10.30819/5206 https://doi.org/10.30819/5206 04b263a1-7fba-4491-9eae-1c394ac42fc3 Knowledge Unlatched 9783832552060 Knowledge Unlatched (KU) KU Open Services Logos Verlag Berlin open access
spellingShingle Computers
Computer Science
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 Computers
Computer Science
topic_facet Computers
Computer Science
url OCN: 1235833310