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13
A Pivoting Algorithm for Convex Hulls and Vertex Enumeration of Arrangements and Polyhedra
, 1992
"... We present a new piv otbased algorithm which can be used with minor modification for the enumeration of the facets of the convex hull of a set of points, or for the enumeration of the vertices of an arrangement or of a convex polyhedron, in arbitrary dimension. The algorithm has the following prope ..."
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Cited by 184 (28 self)
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We present a new piv otbased algorithm which can be used with minor modification for the enumeration of the facets of the convex hull of a set of points, or for the enumeration of the vertices of an arrangement or of a convex polyhedron, in arbitrary dimension. The algorithm has the following properties: (a) Virtually no additional storage is required beyond the input data; (b) The output list produced is free of duplicates; (c) The algorithm is extremely simple, requires no data structures, and handles all degenerate cases; (d) The running time is output sensitive for nondegenerate inputs; (e) The algorithm is easy to efficiently parallelize. For example, the algorithm finds the v vertices of a polyhedron in R d defined by a nondegenerate system of n inequalities (or dually, the v facets of the convex hull of n points in R d,where each facet contains exactly d given points) in time O(ndv) and O(nd) space. The v vertices in a simple arrangement of n hyperplanes in R d can be found in O(n 2 dv) time and O(nd) space complexity. The algorithm is based on inverting finite pivot algorithms for linear programming.
Some Generalizations Of The CrissCross Method For Quadratic Programming
 MATH. OPER. UND STAT. SER. OPTIMIZATION
, 1992
"... Three generalizations of the crisscross method for quadratic programming are presented here. Tucker's, Cottle's and Dantzig's principal pivoting methods are specialized as diagonal and exchange pivots for the linear complementarity problem obtained from a convex quadratic program. A finite criss ..."
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Cited by 13 (8 self)
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Three generalizations of the crisscross method for quadratic programming are presented here. Tucker's, Cottle's and Dantzig's principal pivoting methods are specialized as diagonal and exchange pivots for the linear complementarity problem obtained from a convex quadratic program. A finite crisscross method, based on leastindex resolution, is constructed for solving the LCP. In proving finiteness, orthogonality properties of pivot tableaus and positive semidefiniteness of quadratic matrices are used. In the last section some special cases and two further variants of the quadratic crisscross method are discussed. If the matrix of the LCP has full rank, then a surprisingly simple algorithm follows, which coincides with Murty's `Bard type schema' in the P matrix case.
Linear Complementarity and Oriented Matroids
 Journal of the Operational Research Society of Japan
, 1990
"... A combinatorial abstraction of the linear complementarity theory in the setting of oriented matroids was rst considered by M.J. Todd. In this paper, we take a fresh look at this abstraction, and attempt to give a simple treatment of the combinatorial theory of linear complementarity. We obtain new t ..."
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Cited by 12 (8 self)
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A combinatorial abstraction of the linear complementarity theory in the setting of oriented matroids was rst considered by M.J. Todd. In this paper, we take a fresh look at this abstraction, and attempt to give a simple treatment of the combinatorial theory of linear complementarity. We obtain new theorems, proofs and algorithms in oriented matroids whose specializations to the linear case are also new. For this, the notion of suciency of square matrices, introduced by Cottle, Pang and Venkateswaran, is extended to oriented matroids. Then, we prove a sort of duality theorem for oriented matroids, which roughly states: exactly one of the primal and the dual system has a complementary solution if the associated oriented matroid satisfies "weak" sufficiency. We give two different proofs for this theorem, an elementary inductive proof and an algorithmic proof using the crisscross method which solves one of the primal or dual problem by using surprisingly simple pivot rules (without any pertur...
A Survey on Pivot Rules for Linear Programming
 ANNALS OF OPERATIONS RESEARCH. (SUBMITTED
, 1991
"... The purpose of this paper is to survey the various pivot rules of the simplex method or its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with the finiteness property of simplex type pivot rules. Th ..."
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Cited by 9 (1 self)
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The purpose of this paper is to survey the various pivot rules of the simplex method or its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with the finiteness property of simplex type pivot rules. There are some other important topics in linear programming, e.g. complexity theory or implementations, that are not included in the scope of this paper. We do not discuss ellipsoid methods nor interior point methods. Well known classical results concerning the simplex method are also not particularly discussed in this survey, but the connection between the new methods and the classical ones are discussed if there is any. In this paper we discuss three classes of recently developed pivot rules for linear programming. The first class (the largest one) of the pivot rules we discuss is the class of essentially combinatorial pivot rules. Namely these rules only use labeling and signs of the variab...
On the Finiteness of the CrissCross Method
 European Journal of Operations Research
, 1989
"... . In this short paper, we prove the finiteness of the crisscross method by showing a certain binary number of bounded digits associated with each iteration increases monotonically. This new proof immediately suggests the possibility of relaxing the pivoting selection in the crisscross method witho ..."
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Cited by 6 (2 self)
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. In this short paper, we prove the finiteness of the crisscross method by showing a certain binary number of bounded digits associated with each iteration increases monotonically. This new proof immediately suggests the possibility of relaxing the pivoting selection in the crisscross method without sacrificing the finiteness. Key Words: linear programming. simplex method, finite pivoting rules. 1 The CrissCross Method Let A be an m2 n matrix. Let E be the index set of columns of the matrix A; and f; g be two distinct members of E: Here we consider the standard form linear program: (P ) maximize x f (1.1) subject to A x = 0; (1.2) x g = 1; (1.3) x j 0; 8 j 2 E 0 ff; gg: (1.4) A vector x is said to be feasible if it satisfies the constraints (1.2), (1.3), and (1.4). If a linear program has a feasible solution, then it is called feasible, otherwise it is called infeasible. For any linear program, we will refer to following three situations as characters: 3 Supported by Grant...
The Linear Complementarity Problem, Sufficient Matrices and the CrissCross Method
, 1990
"... Specially structured Linear Complementarity Problems (LCP's) and their solution by the crisscross method are examined in this paper. The crisscross method is known to be finite for LCP's with positive semidefinite bisymmetric matrices and with Pmatrices. It is also a simple finite algorithm for o ..."
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Cited by 6 (4 self)
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Specially structured Linear Complementarity Problems (LCP's) and their solution by the crisscross method are examined in this paper. The crisscross method is known to be finite for LCP's with positive semidefinite bisymmetric matrices and with Pmatrices. It is also a simple finite algorithm for oriented matroid programming problems. Recently Cottle, Pang and Venkateswaran identified the class of (column, row) sufficient matrices. They showed that sufficient matrices are a common generalization of P and PSDmatrices. Cottle also showed that the principal pivoting method (with a clever modification) can be applied to row sufficient LCP's. In this paper the finiteness of the crisscross method for sufficient LCP's is proved. Further it is shown that a matrix is sufficient if and only if the crisscross method processes all the LCP's defined by this matrix and all the LCP's defined by the transpose of this matrix and any parameter vector.
A Monotonic BuildUp Simplex Algorithm for Linear Programming
, 1991
"... We devise a new simplex pivot rule which has interesting theoretical properties. Beginning with a basic feasible solution, and any nonbasic variable having a negative reduced cost, the pivot rule produces a sequence of pivots such that ultimately the originally chosen nonbasic variable enters the ba ..."
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Cited by 4 (1 self)
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We devise a new simplex pivot rule which has interesting theoretical properties. Beginning with a basic feasible solution, and any nonbasic variable having a negative reduced cost, the pivot rule produces a sequence of pivots such that ultimately the originally chosen nonbasic variable enters the basis, and all reduced costs which were originally nonnegative remain nonnegative. The pivot rule thus monotonically builds up to a dual feasible, and hence optimal, basis. A surprising property of the pivot rule is that the pivot sequence results in intermediate bases which are neither primal nor dual feasible. We prove correctness of the procedure, give a geometric interpretation, and relate it to other pivoting rules for linear programming.
Combinatorial Maximum Improvement Algorithm for LP and LCP
, 1995
"... this paper, we show how one can design new pivot algorithms for solving the LP and the LCP. In particular, we are interested in combinatorial pivot algorithms which solve the LP and a certain class of LCP's. Here, a pivot algorithm is called combinatorial if the pivot choice depends only on the sign ..."
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Cited by 1 (1 self)
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this paper, we show how one can design new pivot algorithms for solving the LP and the LCP. In particular, we are interested in combinatorial pivot algorithms which solve the LP and a certain class of LCP's. Here, a pivot algorithm is called combinatorial if the pivot choice depends only on the signs of entries of their dictionaries. The best source of combinatorial pivot algorithms is in the theory of oriented matroid (OM) programming [Bla77a, Edm94, Fuk82, FT92, LL86, Ter87, Tod85, Wan87]. The wellknown Bland's pivot rule [Bla77b] for the simplex method can be considered as a combinatorial algorithm, but it is not a typical one. The main characteristic of the "OM" algorithms is that the feasibility may not be preserved at all in both primal and dual problem, and the finiteness of the algorithms is guaranteed by some purely combinatorial improvement argument rather than by the reasoning based on the increment of the objective function value. One immediate advantage of combinatorial algorithms is that the degeneracy does not have to be treated separately. Thus a very simple combinatorial algorithm, such as the crisscross method [Ter87, Wan87], solves the general LP correctly and yields one of the simplest proofs of the strong duality theorem. There is a wellnoted disadvantage of combinatorial algorithms. The number of pivot operations to solve the LP tends to grow rapidly in practice. Furthermore it is often quite easy to construct a class of LP's for which a given combinatorial algorithm takes an exponential number of pivot operations in the input size. In this paper, we review the finiteness proof of combinatorial algorithms and study a new algorithm in the class. The key ingredients of the new algorithm are "history dependency" and "largest combinatorial improveme...
Edmonds Fukuda Rule And A General Recursion For Quadratic Programming
"... A general framework of nite algorithms is presented here for quadratic programming. This algorithm is a direct generalization of Van der Heyden's algorithm for the linear complementarity problem and Jensen's `relaxed recursive algorithm', which was proposed for solution of Oriented Matroid programmi ..."
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A general framework of nite algorithms is presented here for quadratic programming. This algorithm is a direct generalization of Van der Heyden's algorithm for the linear complementarity problem and Jensen's `relaxed recursive algorithm', which was proposed for solution of Oriented Matroid programming problems. The validity of this algorithm is proved the same way as the finiteness of the crisscross method is proved. The second part of this paper contains a generalization of EdmondsFukuda pivoting rule for quadratic programming. This generalization can be considered as a finite version of Van de Panne  Whinston algorithm and so it is a simplex method for quadratic programming. These algorithms uses general combinatorial type ideas, so the same methods can be applied for oriented matroids as well. The generalization of these methods for oriented matroids is a subject of another paper.
The Finite CrissCross Method for Hyperbolic Programming
 Informatica, Technische Universiteit Delft, The Netherlands
, 1996
"... In this paper the finite crisscross method is generalized to solve hyperbolic programming problems. Just as in the case of linear or quadratic programming the crisscross method can be initialized with any, not necessarily feasible basic solution. Finiteness of the procedure is proved under the ..."
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In this paper the finite crisscross method is generalized to solve hyperbolic programming problems. Just as in the case of linear or quadratic programming the crisscross method can be initialized with any, not necessarily feasible basic solution. Finiteness of the procedure is proved under the usual mild assumptions. Some small numerical examples illustrate the main features of the algorithm. Key words: hyperbolic programming, pivoting, crisscross method iii 1 Introduction The hyperbolic (fractional linear) programming problem is a natural generalization of the linear programming problem. The linear constraints are kept, but the linear objective function is replaced by a quotient of two linear functions. Such fractional linear objective functions arise in economical models when the goal is to optimize profit/allocation type functions (see for instance [12]). The objective function of the hyperbolic programming problem is neither linear nor convex, however there are several ...