论文标题

在线性编程中重新审视堕落,严格的可行性,稳定性

Revisiting Degeneracy, Strict Feasibility, Stability, in Linear Programming

论文作者

Im, Jiyoung, Wolkowicz, Henry

论文摘要

当前,单纯形方法和内点方法无疑是解决线性程序LPS的最流行算法。与一般圆锥计划不同,具有有限最佳价值的LP不需要严格的可行性即可建立强大的双重性。因此,即使严格的可行性等于稳定性和紧凑的双重最佳集合,也很少关注严格的可行性。对于LP中基本可行解决方案的其他类型的退化也是如此,这种缺乏关注也是如此。在本文中,我们讨论了由于缺乏严格的可行性而产生的特定堕落性一定会在单纯形和内部方法中造成困难。特别是,我们表明缺乏严格的可行性意味着每个基本可行解决方案BFS都是退化的。因此,相反,非排定BF的存在意味着严格的可行性(规律性)。我们使用面部还原和简单的线性代数证明结果。特别是,面部降低的系统揭示了平等约束系统线性图的隐式非解释率。结果,我们强调的是,面部的减少涉及两个步骤,其中首先保证了严格的可行性,第二个则恢复了约束矩阵的全排等级。这说明了严格可行性失败的问题的隐含奇异性,还有助于获得新的有效技术进行预审查。我们包括一种有效的预处理方法,该方法可以作为两相单纯形方法的I期的扩展。我们表明,这可以用来避免文献中许多众所周知的问题集的精度丧失,例如Netlib问题集。

Currently, the simplex method and the interior point method are indisputably the most popular algorithms for solving linear programs, LPs. Unlike general conic programs, LPs with a finite optimal value do not require strict feasibility in order to establish strong duality. Hence strict feasibility is seldom a concern, even though strict feasibility is equivalent to stability and a compact dual optimal set. This lack of concern is also true for other types of degeneracy of basic feasible solutions in LP. In this paper we discuss that the specific degeneracy that arises from lack of strict feasibility necessarily causes difficulties in both simplex and interior point methods. In particular, we show that the lack of strict feasibility implies that every basic feasible solution, BFS, is degenerate; thus conversely, the existence of a nondegenerate BFS implies that strict feasibility (regularity) holds. We prove the results using facial reduction and simple linear algebra. In particular, the facially reduced system reveals the implicit non-surjectivity of the linear map of the equality constraint system. As a consequence, we emphasize that facial reduction involves two steps where, the first guarantees strict feasibility, and the second recovers full row rank of the constraint matrix. This illustrates the implicit singularity of problems where strict feasibility fails, and also helps in obtaining new efficient techniques for preproccessing. We include an efficient preprocessing method that can be performed as an extension of phase-I of the two-phase simplex method. We show that this can be used to avoid the loss of precision for many well known problem sets in the literature, e.g., the NETLIB problem set.

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