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Las Vegas algorithms for linear and integer programming when the dimension is small

Published:01 March 1995Publication History
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Abstract

This paper gives an algorithm for solving linear programming problems. For a problem with n constraints and d variables, the algorithm requires an expected O(d2n) + (log n)O(d)d/2+O(1) + O(d4√nlog n) arithmetic operations, as n→∞. The constant factors do not depend on d. Also, an algorithm is given for integer linear programming. Let φ bound the number of bits required to specify the rational numbers defining an input constraint or the objective function vector. Let n and d be as before. Then, the algorithm requires expected O(2d dn + 8dd√n ln ln n) + dO(d)φ ln n operations on numbers with dO(1)φ bits, as n→∞, where the constant factors do not depend on d or φ to other convex programming problems. For example, an algorithm for finding the smallest sphere enclosing a set of n points in Ed has the same time bound.

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  1. Las Vegas algorithms for linear and integer programming when the dimension is small

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          Joseph M. Lambert

          As the title suggests, Clarkson's algorithm is randomized. For a given linear program of n constraints and d variables, the algorithm has an expected running time of O d 2n + log n O d d/2+O 1 +O d 4 n log n . Previous algorithms had expected running times of O 2 2dn and O 3 d2n . The author gives comparable results for integer programming problems. The key idea of the algorithms is random sampling to quickly throw out redundant constraints. The linear programming algorithm actually consists of four linear programming algorithms. One is a simplex-like algorithm. Another is a recursive algorithm that quickly throws away redundant constraints. Actually, it has the effect of building a small constraint set efficiently and at the same time carefully controlling the number of operations. An iterative algorithm is used to weight the constraints so that a small, nonredundant set of constraints can be found quickly and in a controlled number of operations. Finally, a mixed algorithm uses the iterative algorithm to make calls to the recursive algorithm. The paper is important for those interested in computational complexity, and for those who wish to look for fast algorithms for special linear and integer programs. It is extremely well-polished and points to recent work that built upon the ideas presented at a 1988 conference. There are 30 references; none are mere padding.

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          • Published in

            cover image Journal of the ACM
            Journal of the ACM  Volume 42, Issue 2
            March 1995
            250 pages
            ISSN:0004-5411
            EISSN:1557-735X
            DOI:10.1145/201019
            Issue’s Table of Contents

            Copyright © 1995 ACM

            Publisher

            Association for Computing Machinery

            New York, NY, United States

            Publication History

            • Published: 1 March 1995
            Published in jacm Volume 42, Issue 2

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