2020
DOI: 10.1016/j.orl.2020.04.004
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An implementation of steepest-descent augmentation for linear programs

Abstract: Generalizing the simplex method, circuit augmentation schemes for linear programs follow circuit directions through the interior of the underlying polyhedron. Steepest-descent augmentation is especially promising, but an implementation of the iterative scheme is a significant challenge. We work towards a viable implementation through a model in which a single linear program is updated dynamically to remain in memory throughout. Computational experiments exhibit dramatic improvements over a naïve approach and r… Show more

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Cited by 10 publications
(5 citation statements)
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“…The steepest-descent direction can be formulated by an LP; but without any restrictions on the input problem, this may not be simpler than the original one. However, it could be easier to solve in practice; Borgwardt and Viss [BV20] exhibits an implementation of a steepest-descent circuit augmentation algorithm with encouraging computational results.…”
Section: Circuit Augmentation Algorithmsmentioning
confidence: 99%
“…The steepest-descent direction can be formulated by an LP; but without any restrictions on the input problem, this may not be simpler than the original one. However, it could be easier to solve in practice; Borgwardt and Viss [BV20] exhibits an implementation of a steepest-descent circuit augmentation algorithm with encouraging computational results.…”
Section: Circuit Augmentation Algorithmsmentioning
confidence: 99%
“…To determine the solution of an ill-posed matrix, equation ( 4) is sufficient. Generally, the preferred method is to describe a point x 0 and then find the solution as the function approaches zero [38]. e next iteration is set to be at the next stage, x i+1 , that function reached x i .…”
Section: Methodsmentioning
confidence: 99%
“…On the other hand, if not even the circuit diameter satisfies the Hirsch bound, the reason for this would be the maximality of steps in Definition 2(iii): if the step lengths are not required to be maximal, the so-called conformal sum property [1,28,35] guarantees the existence of a walk of at most f − d circuit steps between any pair of vertices (see also Section 2). Finally, circuit diameters are intimately related to the efficiency of circuit augmentation schemes to solve linear programs [6,8,12,16,17,18].…”
Section: Circuit Diameters and The Circuit Diameter Conjecturementioning
confidence: 99%