Beyond Hirsch Conjecture: Walks on Random Polytopes and Smoothed Complexity of the Simplex Method
From MaRDI portal
Publication:3558017
Abstract: The smoothed analysis of algorithms is concerned with the expected running time of an algorithm under slight random perturbations of arbitrary inputs. Spielman and Teng proved that the shadow-vertex simplex method has polynomial smoothed complexity. On a slight random perturbation of an arbitrary linear program, the simplex method finds the solution after a walk on polytope(s) with expected length polynomial in the number of constraints n, the number of variables d and the inverse standard deviation of the perturbation 1/sigma. We show that the length of walk in the simplex method is actually polylogarithmic in the number of constraints n. Spielman-Teng's bound on the walk was O(n^{86} d^{55} sigma^{-30}), up to logarithmic factors. We improve this to O(log^7 n (d^9 + d^3 s^{-4})). This shows that the tight Hirsch conjecture n-d on the length of walk on polytopes is not a limitation for the smoothed Linear Programming. Random perturbations create short paths between vertices. We propose a randomized phase-I for solving arbitrary linear programs, which is of independent interest. Instead of finding a vertex of a feasible set, we add a vertex at random to the feasible set. This does not affect the solution of the linear program with constant probability. This overcomes one of the major difficulties of smoothed analysis of the simplex method -- one can now statistically decouple the walk from the smoothed linear program. This yields a much better reduction of the smoothed complexity to a geometric quantity -- the size of planar sections of random polytopes. We also improve upon the known estimates for that size, showing that it is polylogarithmic in the number of vertices.
Recommendations
- Random walks on polytopes and an affine interior point method for linear programming
- Random walks on polytopes and an affine interior point method for linear programming
- scientific article; zbMATH DE number 4119095
- Convex hulls of random walks, hyperplane arrangements, and Weyl chambers
- RANDOM WALKS ON REGULAR POLYHEDRA AND OTHER DISTANCE–REGULAR GRAPHS
- Random walks on simplicial complexes and the normalized Hodge 1-Laplacian
- Directed random walks on polytopes with few facets
- Random walks, totally unimodular matrices, and a randomised dual simplex algorithm
- Random walks on polytopes of constant corank
Cited in
(13)- A friendly smoothed analysis of the simplex method
- Moser's shadow problem
- The isotropic constant of random polytopes with vertices on convex surfaces
- Recent progress on the combinatorial diameter of polytopes and simplicial complexes
- Upper and lower bounds on the smoothed complexity of the simplex method
- Smoothed analysis of the successive shortest path algorithm
- On the shadow simplex method for curved polyhedra
- A spectral approach to polytope diameter
- Circuits in extended formulations
- Smoothed analysis of local search algorithms
- The effect of adding randomly weighted edges
- A friendly smoothed analysis of the simplex method
- Uniform uncertainty principle and signal recovery via regularized orthogonal matching pursuit
This page was built for publication: Beyond Hirsch Conjecture: Walks on Random Polytopes and Smoothed Complexity of the Simplex Method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3558017)
