In mathematical optimization, the network simplex algorithm is a graph theoretic specialization of the simplex algorithm. The algorithm is usually formulated in terms of a minimum-cost flow problem. The network simplex method works very well in practice, typically 200 to 300 times faster than the simplex method applied to general linear program of same dimensions. [1]
For a long time, the existence of a provably efficient network simplex algorithm was one of the major open problems in complexity theory, even though efficient-in-practice versions were available. In 1995 Orlin provided the first polynomial algorithm with runtime of where is maximum cost of any edges. [2] Later Tarjan improved this to using dynamic trees in 1997. [3] Strongly polynomial dual network simplex algorithms for the same problem, but with a higher dependence on the numbers of edges and vertices in the graph, have been known for longer. [4]
The network simplex method is an adaptation of the bounded variable primal simplex algorithm. The basis is represented as a rooted spanning tree of the underlying network, in which variables are represented by arcs, and the simplex multipliers by node potentials. At each iteration, an entering variable is selected by some pricing strategy, based on the dual multipliers (node potentials), and forms a cycle with the arcs of the tree. The leaving variable is the arc of the cycle with the least augmenting flow. The substitution of entering for leaving arc, and the reconstruction of the tree is called a pivot. When no non-basic arc remains eligible to enter, the optimal solution has been reached.
The network simplex algorithm can be used to solve many practical problems including, [5]
Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize a multivariate quadratic function subject to linear constraints on the variables. Quadratic programming is a type of nonlinear programming.
In graph theory, the shortest path problem is the problem of finding a path between two vertices in a graph such that the sum of the weights of its constituent edges is minimized.
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome in a mathematical model whose requirements and objective are represented by linear relationships. Linear programming is a special case of mathematical programming.
The assignment problem is a fundamental combinatorial optimization problem. In its most general form, the problem is as follows:
An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming (ILP), in which the objective function and the constraints are linear.
A randomized algorithm is an algorithm that employs a degree of randomness as part of its logic or procedure. The algorithm typically uses uniformly random bits as an auxiliary input to guide its behavior, in the hope of achieving good performance in the "average case" over all possible choices of random determined by the random bits; thus either the running time, or the output are random variables.
In computational geometry, polygon triangulation is the partition of a polygonal area P into a set of triangles, i.e., finding a set of triangles with pairwise non-intersecting interiors whose union is P.
The Fulkerson Prize for outstanding papers in the area of discrete mathematics is sponsored jointly by the Mathematical Optimization Society (MOS) and the American Mathematical Society (AMS). Up to three awards of $1,500 each are presented at each (triennial) International Symposium of the MOS. Originally, the prizes were paid out of a memorial fund administered by the AMS that was established by friends of the late Delbert Ray Fulkerson to encourage mathematical excellence in the fields of research exemplified by his work. The prizes are now funded by an endowment administered by MPS.
In graph theory and graph algorithms, a feedback arc set or feedback edge set in a directed graph is a subset of the edges of the graph that contains at least one edge out of every cycle in the graph. Removing these edges from the graph breaks all of the cycles, producing an acyclic subgraph of the given graph, often called a directed acyclic graph. A feedback arc set with the fewest possible edges is a minimum feedback arc set and its removal leaves a maximum acyclic subgraph; weighted versions of these optimization problems are also used. If a feedback arc set is minimal, meaning that removing any edge from it produces a subset that is not a feedback arc set, then it has an additional property: reversing all of its edges, rather than removing them, produces a directed acyclic graph.
In mathematical optimization theory, duality or the duality principle is the principle that optimization problems may be viewed from either of two perspectives, the primal problem or the dual problem. If the primal is a minimization problem then the dual is a maximization problem. Any feasible solution to the primal (minimization) problem is at least as large as any feasible solution to the dual (maximization) problem. Therefore, the solution to the primal is an upper bound to the solution of the dual, and the solution of the dual is a lower bound to the solution of the primal. This fact is called weak duality.
The minimum-cost flow problem (MCFP) is an optimization and decision problem to find the cheapest possible way of sending a certain amount of flow through a flow network. A typical application of this problem involves finding the best delivery route from a factory to a warehouse where the road network has some capacity and cost associated. The minimum cost flow problem is one of the most fundamental among all flow and circulation problems because most other such problems can be cast as a minimum cost flow problem and also that it can be solved efficiently using the network simplex algorithm.
In graph theory, a pseudoforest is an undirected graph in which every connected component has at most one cycle. That is, it is a system of vertices and edges connecting pairs of vertices, such that no two cycles of consecutive edges share any vertex with each other, nor can any two cycles be connected to each other by a path of consecutive edges. A pseudotree is a connected pseudoforest.
In graph theory and theoretical computer science, the longest path problem is the problem of finding a simple path of maximum length in a given graph. A path is called simple if it does not have any repeated vertices; the length of a path may either be measured by its number of edges, or by the sum of the weights of its edges. In contrast to the shortest path problem, which can be solved in polynomial time in graphs without negative-weight cycles, the longest path problem is NP-hard and the decision version of the problem, which asks whether a path exists of at least some given length, is NP-complete. This means that the decision problem cannot be solved in polynomial time for arbitrary graphs unless P = NP. Stronger hardness results are also known showing that it is difficult to approximate. However, it has a linear time solution for directed acyclic graphs, which has important applications in finding the critical path in scheduling problems.
In graph theory, the planar separator theorem is a form of isoperimetric inequality for planar graphs, that states that any planar graph can be split into smaller pieces by removing a small number of vertices. Specifically, the removal of vertices from an n-vertex graph can partition the graph into disjoint subgraphs each of which has at most vertices.
FortMP is a software package for solving large-scale optimization problems. It solves linear programming problems, quadratic programming problems and mixed integer programming problems. Its robustness has been explored and published in the Mathematical Programming journal. FortMP is available as a standalone executable that accepts input in MPS format and as a library with interfaces in C and Fortran. It is also supported in the AMPL modeling system.
In combinatorial optimization, the matroid intersection problem is to find a largest common independent set in two matroids over the same ground set. If the elements of the matroid are assigned real weights, the weighted matroid intersection problem is to find a common independent set with the maximum possible weight. These problems generalize many problems in combinatorial optimization including finding maximum matchings and maximum weight matchings in bipartite graphs and finding arborescences in directed graphs.
In mathematical optimization, the criss-cross algorithm is any of a family of algorithms for linear programming. Variants of the criss-cross algorithm also solve more general problems with linear inequality constraints and nonlinear objective functions; there are criss-cross algorithms for linear-fractional programming problems, quadratic-programming problems, and linear complementarity problems.
Fisher market is an economic model attributed to Irving Fisher. It has the following ingredients:
Market equilibrium computation is a computational problem in the intersection of economics and computer science. The input to this problem is a market, consisting of a set of resources and a set of agents. There are various kinds of markets, such as Fisher market and Arrow–Debreu market, with divisible or indivisible resources. The required output is a competitive equilibrium, consisting of a price-vector, and an allocation, such that each agent gets the best bundle possible given the budget, and the market clears.
The mixed Chinese postman problem (MCPP or MCP) is the search for the shortest traversal of a graph with a set of vertices V, a set of undirected edges E with positive rational weights, and a set of directed arcs A with positive rational weights that covers each edge or arc at least once at minimal cost. The problem has been proven to be NP-complete by Papadimitriou. The mixed Chinese postman problem often arises in arc routing problems such as snow ploughing, where some streets are too narrow to traverse in both directions while other streets are bidirectional and can be plowed in both directions. It is easy to check if a mixed graph has a postman tour of any size by verifying if the graph is strongly connected. The problem is NP hard if we restrict the postman tour to traverse each arc exactly once or if we restrict it to traverse each edge exactly once, as proved by Zaragoza Martinez.