GeneralizedLinearProgramming课程.pptVIP

Generalized Linear Programming Ji?í Matou?ek Charles University, Prague Linear Programming Minimize cx subject to Ax ? b. Geometry: Minimize a linear function over the intersection of n halfspaces in Rd (=convex polyhedron). LP Algorithms Combinatorial LP algorithms Combinatorial LP algorithms A subexponential algorithm exp(?(d log d)).n (randomized expected) known as RANDOM FACET : In the current vertex of the feasible polytope, choose a random improving facet, recursively find its optimum, and repeat still the best known running time! Abstract frameworks Abstract frameworks Abstract frameworks Abstract frameworks Abstract frameworks Algorithms in the abstract frameworks Algorithms in the abstract frameworks RANDOM EDGE Expected running time on the d-dimensional simplex: ?(log d) [Liebling] on d-dimensional polytopes with d+2 facets: ?(log2d) [G?rtner et al. 2001] on the d-dimensional Klee-Minty cube: O(d2) Williamson Hoke (1988) ?(d2/log d) G?rtner, Henk, Ziegler (1995) ?(d2) Balogh, Pemantle (2004) RANDOM EDGE can be (mildly) exponential There exists an AUSO of the d-dimensional cube such that RANDOM EDGE, started at a random vertex, makes at least exp(c.d1/3) steps before reaching the sink, with probability at least 1- exp(-c.d1/3). [M., Szabó, FOCS 2004] The Klee-Minty cube A blowup construction Hypersink reorientation A simpler construction Let A be a d-dimensional cube on which RANDOM EDGE is slow (constructed recursively) take the blowup of A with random KMm‘s whose sink is in the same copy of A, m=?d reorient the hypersink by placing a random copy of A thus, a step from d to d+?d A typical RANDOM EDGE move Move in the frame: RANDOM EDGE move in KMm stay put in A Move within a hypervertex: RANDOM EDGE move in A move to a random vertex of KMm on the same level Walk with reshuffles on KMm Start at a random v(0) of KMm v(i) is chosen as follows: with probability pi,step make a step of RANDOM EDGE from