27 Linear Programming Algorithms Jeff Erickson（杰夫·埃里克森27线性规划算法）.pdf

Algorithms Lecture 27: Linear Programming Algorithms [Fa’13] Simplicibus itaque verbis gaudet Mathematica Veritas, cum etiam per se simplex sit Veritatis oratio. [And thus Mathematical Truth prefers simple words, because the language of Truth is itself simple.] — Tycho Brahe (quoting Seneca (quoting Euripides)) Epistolarum astronomicarum liber primus (1596) When a jar is broken, the space that was inside Merges into the space outside. In the same way, my mind has merged in God; To me, there appears no duality. — Sankara, Viveka-Chudamani (c. 700), translator unknown 27 Linear Programming Algorithms In this lecture, we’ll see a few algorithms for actually solving linear programming problems. The most famous of these, the simplex method, was proposed by George Dantzig in 1947. Although most variants of the simplex algorithm performs well in practice, no deterministic simplex variant is known to run in sub-exponential time in the worst case.¹ However, if the dimension of the problem is considered a constant, there are several linear programming algorithms that run in linear time. I’ll describe a particularly simple randomized algorithm due to Raimund Seidel. My approach to describing these algorithms will rely much more heavily on geometric intuition than the usual linear-algebraic formalism.