Variations of the Standard Simplex Routine

Keyword(s):  
Author(s):  
B. G.-Tóth ◽  
E. M. T. Hendrix ◽  
L. G. Casado

AbstractOver the last decades, algorithms have been developed for checking copositivity of a matrix. Methods are based on several principles, such as spatial branch and bound, transformation to Mixed Integer Programming, implicit enumeration of KKT points or face-based search. Our research question focuses on exploiting the mathematical properties of the relative interior minima of the standard quadratic program (StQP) and monotonicity. We derive several theoretical properties related to convexity and monotonicity of the standard quadratic function over faces of the standard simplex. We illustrate with numerical instances up to 28 dimensions the use of monotonicity in face-based algorithms. The question is what traversal through the face graph of the standard simplex is more appropriate for which matrix instance; top down or bottom up approaches. This depends on the level of the face graph where the minimum of StQP can be found, which is related to the density of the so-called convexity graph.


2010 ◽  
Vol 45 (4) ◽  
pp. 434-442 ◽  
Author(s):  
Gabriela Jeronimo ◽  
Daniel Perrucci

2008 ◽  
Vol 191 (3) ◽  
pp. 773-785 ◽  
Author(s):  
E. de Klerk ◽  
D. den Hertog ◽  
G. Elabwabi
Keyword(s):  

2013 ◽  
Vol 59 (2-3) ◽  
pp. 243-258 ◽  
Author(s):  
Immanuel M. Bomze ◽  
Stefan Gollowitzer ◽  
E. Alper Yıldırım

Author(s):  
Mohammadreza Safi ◽  
Seyed Saeed Nabavi ◽  
Richard J. Caron

AbstractA real symmetric matrix A is copositive if $$x^\top Ax\ge 0$$ x ⊤ A x ≥ 0 for all $$x\ge 0$$ x ≥ 0 . As A is copositive if and only if it is copositive on the standard simplex, algorithms to determine copositivity, such as those in Sponsel et al. (J Glob Optim 52:537–551, 2012) and Tanaka and Yoshise (Pac J Optim 11:101–120, 2015), are based upon the creation of increasingly fine simplicial partitions of simplices, testing for copositivity on each. We present a variant that decomposes a simplex $$\bigtriangleup $$ △ , say with n vertices, into a simplex $$\bigtriangleup _1$$ △ 1 and a polyhedron $$\varOmega _1$$ Ω 1 ; and then partitions $$\varOmega _1$$ Ω 1 into a set of at most $$(n-1)$$ ( n - 1 ) simplices. We show that if A is copositive on $$\varOmega _1$$ Ω 1 then A is copositive on $$\bigtriangleup _1$$ △ 1 , allowing us to remove $$\bigtriangleup _1$$ △ 1 from further consideration. Numerical results from examples that arise from the maximum clique problem show a significant reduction in the time needed to establish copositivity of matrices.


2020 ◽  
Author(s):  
Brandon Sforzo ◽  
Scott Leask ◽  
Alice Li ◽  
Aniket Tekawade ◽  
Christopher Powell ◽  
...  

2011 ◽  
Vol DMTCS Proceedings vol. AO,... (Proceedings) ◽  
Author(s):  
Carsten Lange

International audience Realisations of associahedra can be obtained from the classical permutahedron by removing some of its facets and the set of facets is determined by the diagonals of certain labeled convex planar $n$-gons as shown by Hohlweg and Lange (2007). Ardila, Benedetti, and Doker (2010) expressed polytopes of this type as Minkowski sums and differences of scaled faces of a standard simplex and computed the corresponding coefficients $y_I$ by Möbius inversion from the $z_I$ if tight right-hand sides $z_I$ for all inequalities of the permutahedron are assumed. Given an associahedron of Hohlweg and Lange, we first characterise all tight values $z_I$ in terms of non-crossing diagonals of the associated labeled $n$-gon, simplify the formula of Ardila et al., and characterise the remaining terms combinatorially. Dans un article paru en 2007, Hohlweg et Lange décrivent des associaèdres réalisés à partir du permutoèdre en enlevant certaines de ses facettes. Ces facettes sont déterminées par les diagonales d'une famille de $n$-gones étiquetés. En 2010, Ardila, Benedetti et Doker ont montré que ces polytopes s'expriment par des sommes et différences de Minkowski de faces pondérées d'un simplexe. De plus, si les coefficients $z_I$ des inégalités décrivant l'associaèdre à partir du permutoèdre sont optimaux, alors les coefficients $y_I$ correspondants sont calculés par une inversion de Möbius. Étant donné un tel associaèdre, nous décrivons d'abord les valeurs optimales $z_I$ en termes de diagonales non croisées d'un certain $n$-gone étiqueté, ensuite nous simplifions la formule de Ardila et al. pour finalement décrire combinatoirement les termes restants.


2012 ◽  
Vol 22 (1) ◽  
pp. 107-114
Author(s):  
Tomica Divnic ◽  
Ljiljana Pavlovic

In this paper we give a modification of the first phase procedure for transforming the linear programming problem, given in the standard form min{cTx Ax=b, x?0}, to the canonical form, i.e., to the form with one feasible primal basis where standard simplex algorithm can be applied directly. The main idea of the paper is to avoid adding m artificial variables in the first phase. Instead, Step 2 of the proposed algorithm transforms the problem into the form with m?1 basic columns. Step 3 is then iterated until the m?th basic column is obtained, or it is concluded that the feasible set of LP problem is empty.


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