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On Friedmann's subexponential lower bound for Zadeh's pivot rule

Disser, Yann ; Hopp, Alexander V. (2018)
On Friedmann's subexponential lower bound for Zadeh's pivot rule.
Report, Erstveröffentlichung

Kurzbeschreibung (Abstract)

The question whether the Simplex method admits a polynomial time pivot rule remains one of the most important open questions in discrete optimization. Zadeh's pivot rule had long been a promising candidate, before Friedmann (IPCO, 2011) presented a subexponential instance, based on a close relation to policy iteration algorithms for Markov decision processes (MDPs). We investigate Friedmann's lower bound example and exhibit three flaws in the corresponding MDP: We show that (a) the initial policy for the policy iteration does not produce the required occurrence records and improving switches, (b) the specification of occurrence records is not entirely accurate, and (c) the sequence of improving switches used by Friedmann does not consistently follow Zadeh's pivot rule. In this paper, we resolve each of these issues by adapting Friedmann's construction. While the first two issues require only minor changes to the specifications of the initial policy and the occurrence records, the third issue requires a significantly more sophisticated ordering and associated tie-breaking rule that are in accordance with the Least-Entered pivot rule. Most importantly, our changes do not affect the macroscopic structure of Friedmann's MDP, and thus we are able to retain his original result.

Typ des Eintrags: Report
Erschienen: 2018
Autor(en): Disser, Yann ; Hopp, Alexander V.
Art des Eintrags: Erstveröffentlichung
Titel: On Friedmann's subexponential lower bound for Zadeh's pivot rule
Sprache: Englisch
Publikationsjahr: 2018
Ort: Darmstadt
Auflage: 2. revised version
URL / URN: https://tuprints.ulb.tu-darmstadt.de/7557
Kurzbeschreibung (Abstract):

The question whether the Simplex method admits a polynomial time pivot rule remains one of the most important open questions in discrete optimization. Zadeh's pivot rule had long been a promising candidate, before Friedmann (IPCO, 2011) presented a subexponential instance, based on a close relation to policy iteration algorithms for Markov decision processes (MDPs). We investigate Friedmann's lower bound example and exhibit three flaws in the corresponding MDP: We show that (a) the initial policy for the policy iteration does not produce the required occurrence records and improving switches, (b) the specification of occurrence records is not entirely accurate, and (c) the sequence of improving switches used by Friedmann does not consistently follow Zadeh's pivot rule. In this paper, we resolve each of these issues by adapting Friedmann's construction. While the first two issues require only minor changes to the specifications of the initial policy and the occurrence records, the third issue requires a significantly more sophisticated ordering and associated tie-breaking rule that are in accordance with the Least-Entered pivot rule. Most importantly, our changes do not affect the macroscopic structure of Friedmann's MDP, and thus we are able to retain his original result.

URN: urn:nbn:de:tuda-tuprints-75572
Sachgruppe der Dewey Dezimalklassifikatin (DDC): 500 Naturwissenschaften und Mathematik > 510 Mathematik
Fachbereich(e)/-gebiet(e): Exzellenzinitiative
Exzellenzinitiative > Graduiertenschulen
Exzellenzinitiative > Graduiertenschulen > Graduate School of Computational Engineering (CE)
04 Fachbereich Mathematik
04 Fachbereich Mathematik > Optimierung
04 Fachbereich Mathematik > Optimierung > Discrete Optimization
Hinterlegungsdatum: 11 Nov 2018 20:55
Letzte Änderung: 11 Nov 2018 20:55
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