On the Simplex Method for 0/1-Polytopes

Omah Jenang is one of the industries engaged in the production of traditional snacks. Currently Omah Jenang does not yet have guidelines for realizing the formation of the composition of production quantities correctly based on calculations that still use forecasting methods. Therefore Omah Jenang often experiences difficulties in providing raw materials and determining maximum profits. The purpose of this study was to de-termine the optimum yield of profits at Omah Jenang by using the simplex method linear program with the help of Lindo Software. The data used is food production data at the Omah Jenang Home Industry in 2022. The method used in this study is the Linear Pro-gramming simplex method and the Lindo Software application. The results of optimization calculations using the linear programming method and the help of Lindo Software are that the maximum profit in a month is IDR 20,000,000 in producing 800 packages of madumongso. Based on the calculation results it can be concluded that the benefits obtained by using the simplex method with the help of Lindo Software can be obtained maximum results.

On solutions and distribution problems of the linear programming with fuzzy random variable coefficients

The simplex method is a well-studied and widely-used pivoting method for solving linear programs. When Dantzig originally formulated the simplex method, he gave a natural pivot rule that pivots into the basis a variable with the most violated reduced cost. In their seminal work, Klee and Minty showed that this pivot rule takes exponential time in the worst case. We prove two main results on the simplex method. Firstly, we show that it is PSPACE-complete to find the solution that is computed by the simplex method using Dantzig's pivot rule. Secondly, we prove that deciding whether Dantzig's rule ever chooses a specific variable to enter the basis is PSPACE-complete. We use the known connection between Markov decision processes (MDPs) and linear programming, and an equivalence between Dantzig's pivot rule and a natural variant of policy iteration for average-reward MDPs. We construct MDPs and then show PSPACE-completeness results for single-switch policy iteration, which in turn imply our main results for the simplex method.

A basis-deficiency-allowing variation of the simplex method for linear programming

Chamfer distances on the isometric grid are considered. A new method to compute the chamfer distances based on linear optimization is presented. In the LP model the starting pixel is the Origin, that is a triangle of the grid having co-ordinates (0, 0, 0). The co-ordinates of the end pixel of the path give the right-hand side of the model. The variables are the used numbers of the elementary steps. Each type of an elementary step has a uniquely defined weight. Our operational research approach determines the optimal paths as basic feasible solutions of a linear programming problem. We give directed graphs with feasible bases as nodes and arcs with conditions on the used weights such that the simplex method of linear programming may step from one feasible basis to another feasible basis. Thus, the possible course of the simplex method can be followed and the optimal bases can easily be captured. Thus, the final result of the analysis is an O(1) checking of the feasibility and optimality conditions. The optimal bases are summarized in a theorem which is the consequence of the general theory of linear programming. The method can be applied for other grids, but it needs to be adjusted for the particular grid.

The simplex method for linear programming is known to be highly efficient in practice, and understanding its performance from a theoretical perspective is an active research topic. The framework of smoothed analysis, first introduced by Spielman and Teng (JACM ’04) for this purpose, defines the smoothed complexity of solving a linear program with d variables and n constraints as the expected running time when Gaussian noise of variance σ2 is added to the LP data. We prove that the smoothed complexity of the simplex method is O(σ−3/2 d13/4log7/4 n), improving the dependence on 1/σ compared to the previous bound of O(σ−2 d2√logn). We accomplish this through a new analysis of the shadow bound, key to earlier analyses as well. Illustrating the power of our new method, we use our method to prove a nearly tight upper bound on the smoothed complexity of two-dimensional polygons.

The scale and complexity of search space are important factors deciding the solving difficulty of an optimization problem. The information of solution space may lead searching to optimal solutions. Based on this, an algorithm for combinatorial optimization is proposed. This algorithm makes use of the good solutions found by intelligent algorithms, contracts the search space and partitions it into one or several optimal regions by backbones of combinatorial optimization solutions. And optimization of small-scale problems is carried out in optimal regions. Statistical analysis is not necessary before or through the solving process in this algorithm, and solution information is used to estimate the landscape of search space, which enhances the speed of solving and solution quality. The algorithm breaks a new path for solving combinatorial optimization problems, and the results of experiments also testify its efficiency.

A new selection of input-output variables for a simplex algorithm in linear programming (LP) problems is introduced in this paper. An appropriate pivot rule to find the entering and leaving variable is one of fundamental steps for simplex method. Unfortunately, such a classical pivot does not only fail to bring about any savings in a associated computational cost, it may also lead to cycling problems (which are typically solved by Bland's scheme) or simply it fails to improve the objective function. Combining the perturbation scheme of suboptimality and cycling, with Dantzig's pivot rule we propose a procedure that addresses these issues. The new rule has an improved algorithm effectiveness in the sense of the reduction for the number of iterations. When compared to those of existing pivot rules, calculational results demonstrate that the suggested rule is not only optimal during each iteration but also facilitates improvements in computation time for linear programming problems. The cycle problem of the Dantzig's simplex pivot rule is settled by a new pivot rule proposed, which similarly as much improves the objective function How possible with every iteration. Moreover, it can have the optimal LP value in less iterations.

In the simplex method for linear programming the algorithmic step of checking the reduced costs of nonbasic variables is called the “pricing” step. If these reduced costs are all of the “right sign” the current basis (and solution) is optimal, if not, this procedure selects a candidate vector that looks profitable for inclusion in the basis. While theoretically the choice of any profitable vector will lead to a finite termination (provided degeneracy is handled properly) but the number of iterations until termination depends very heavily on the actual choice (which is defined by the selection rule applied). Pricing has long been an area of heuristics to help make better selection. As a result, many different and sophisticated pricing strategies have been developed, implemented and tested. So far none of them is known to be dominating all others in all cases. Therefore, advanced simplex solvers need to be equipped with many strategies so that the most suitable one can be activated for each individual problem instance. In this paper we present a general pricing scheme. It creates a large flexibility in pricing. It is controlled by three parameters. With different settings of the parameters many of the known strategies can be reproduced as special cases. At the same time, the framework makes it possible to define new strategies or variants of them. The scheme is equally applicable to general and network simplex algorithms.

Given a directed network with two integer weights, cost and delay, associated with each link, quality-of-service (QoS) routing requires the determination of a minimum cost path from one node to another node such that the delay of the path is bounded by a specified integer value. This problem, also known as the constrained shortest path problem (CSP), admits an integer linear programming (ILP) formulation. Due to the integrality constraints, the problem is NP-hard. So, approximation algorithms have been presented in the literature. Among these, the LARAC algorithm, based on the dual of the LP relaxation of the CSP problem, is very efficient. In contrast to most of the currently available approaches, we study this problem from a primal perspective. Several issues relating to efficient implementations of our approach are discussed. We present two algorithms of pseudopolynomial time complexity. One of these allows degenerate pivots and uses an anticycling strategy and the other, called the NBS algorithm, is based on a novel strategy which avoids degenerate pivots. Experimental results comparing the NBS algorithm, the LARAC algorithm, and general purpose LP solvers are presented. In all cases, the NBS algorithm compares favorably with others and beats them on dense networks.

Time Preference, Firm Growth, and Programming Models††Research on this topic was supported in part by a grant from the Halliburton Education Foundation.

In this technical note, the numerical steps for the simplex method of linear programming are reviewed and the tolerances needed in the numerical procedure are defined. Objective criteria are given for accomplishing the numerical steps of the method and the calculation of necessary tolerances.

Branch-and-cut (-and-price) algorithms belong to the most successful techniques for solving mixed integer linear programs and combinatorial optimization problems to optimality (or, at least, with certified quality). In this unit, we concentrate on sequential branch-and-cut for hard combinatorial optimization problems, while branch-and-cut for general mixed integer linear programming is treated in [? Martin] and parallel branch-and-cut is treated in [? Ladanyi/Ralphs/Trotter]. After telling our most recent story ofa successful application of branch-and-cut in Section 1, we give in Section 2 a brief review ofthe history, including the contributions of pioneers with an emphasis on the computational aspects of their work. In Section 3, the components ofa generic branch-and-cut algorithm are described and illustrated on the traveling salesman problem. In Section 4, we first elaborate a bit on the important separation problem where we use the traveling salesman problem and the maximum cut problem as examples, then we show how branch-and-cut can be applied to problems with a very large number of variables (branch-and-cut-and-price). Section 5 is devoted to the design and applications of the ABACUS software framework for the implementation of branch-and-cut algorithms. Finally, in Section 6, we make a few remarks on the solution of the exercise consisting of the design of a simple TSP-solver in ABACUS.

Combinatorial optimization problems have very important applications in information technology, transportation, economics, management, network communication, and other fields. Since the problem size in real-scenario application is in large-scale, the demand for real-time and efficient solving approaches increases rapidly. The traditional exact methods guarantee the optimality of the final solution, but these methods can hardly solve the problem in acceptable time due to extremely high computational costs. Heuristic approaches can find feasible solutions in a limited time, while these approaches cannot meet the demand of solution quality. In recent years, hybrid algorithms based on exact methods and heuristic algorithms show outstanding performance in solving large-scale combinatorial optimization problems. The hybridization not only overcomes the shortcomings from single algorithm but also fully utilizes the search ability for population-based approaches as well as the interpretability in exact methods, which promotes the application of combinatorial optimization in real-world problems. This paper reviews existing studies on hybrid algorithms combining exact method and evolutionary computation, summarizes the characteristics of the existing algorithms, and directs the future research.

A simplex-like method to compute the eigenvalue of an irreducible [formula omitted]-system