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arXiv 2403.04886math.OCmath.CO
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单纯形法多种转轴规则的指数下界

Exponential Lower Bounds for Many Pivot Rules for the Simplex Method

Alexander E. Black

AI总结:

针对单纯形法的 shadow 与 steepest edge 转轴规则,本文构造线性规划实例,证明任意投影或任意范数选择下均可产生指数级运行时间下界。

摘要:

是否存在一种能保证强多项式运行时间的单纯形法转轴规则,是线性规划理论中一个长期存在的基础性开放问题。理论上最主要的转轴规则是 shadow(影子)转轴规则,它通过将可行域投影到一个多边形来求解线性规划;已有结果表明,该规则在均匀随机实例上以及在平滑分析中具有期望强多项式运行时间。实践中首选的转轴规则是 steepest edge(最陡边)规则,它对一组改进邻域进行归一化,然后选择改进程度最大的归一化邻域。在最坏情形分析中,这两种规则都已知存在指数下界。然而,对于 shadow 单纯形法,所有指数级例子都只针对一种投影选择得到证明;而对于 steepest edge 规则,下界也只针对欧几里得范数得到证明。在本文中,我们构造了若干线性规划:对于 shadow 规则的变体,任何投影选择都会导致指数级运行时间;同时,我们也为一种 steepest edge 变体在任何范数选择下构造了指数级例子。

英文摘要:

The existence of a pivot rule for the simplex method that guarantees a strongly polynomial run-time is a longstanding, fundamental open problem in the theory of linear programming. The leading pivot rule in theory is the shadow pivot rule, which solves a linear program by projecting the feasible region onto a polygon. It has been shown to perform in expected strongly polynomial time on uniformly random instances and in smoothed analysis. In practice, the pivot rule of choice is the steepest edge rule, which normalizes the set of improving neighbors and then chooses a maximally improving normalized neighbor. Exponential lower bounds are known for both rules in worst-case analysis. However, for the shadow simplex method, all exponential examples were only proven for one choice of projection, and for the steepest edge rule, the lower bounds were only proven for the Euclidean norm. In this work, we construct linear programs for which any choice of projection for shadow rule variants will lead to an exponential run-time and exponential examples for any choice of norm for a steepest edge variant.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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