Solving Totally Unimodular LPs with the Shadow Vertex Algorithm.

Leibniz International Proceedings in Informatics(2015)

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摘要
We show that the shadow vertex simplex algorithm can be used to solve linear programs in strongly polynomial time with respect to the number n of variables, the number m of constraints, and 1/delta, where delta is a parameter that measures the flatness of the vertices of the polyhedron. This extends our recent result that the shadow vertex algorithm finds paths of polynomial length (w.r.t. n, m, and 1/delta) between two given vertices of a polyhedron [4]. Our result also complements a recent result due to Eisenbrand and Vempala [6] who have shown that a certain version of the random edge pivot rule solves linear programs with a running time that is strongly polynomial in the number of variables n and 1/delta, but independent of the number m of constraints. Even though the running time of our algorithm depends on m, it is significantly faster for the important special case of totally unimodular linear programs, for which 1/delta <= n and which have only O(n(2)) constraints.
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关键词
linear optimization,simplex algorithm,shadow vertex method
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