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In this paper, ellipsoid method for linear programming is derived using only minimal knowledge of algebra and matrices. Unfortunately, most authors first describe the algorithm, then later prove its correctness, which requires a good…

Data Structures and Algorithms · Computer Science 2017-12-14 Sanjeev Saxena

Traditionally, there are several polynomial algorithms for linear programming including the ellipsoid method, the interior point method and other variants. Recently, Chubanov [Chubanov, 2015] proposed a projection and rescaling algorithm,…

Optimization and Control · Mathematics 2018-10-11 Zhize Li , Wei Zhang , Kees Roos

Knowing the symmetries of a polyhedron can be very useful for the analysis of its structure as well as for practical polyhedral computations. In this note, we study symmetry groups preserving the linear, projective and combinatorial…

We consider continuous linear programs over a continuous finite time horizon $T$, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space…

Optimization and Control · Mathematics 2019-05-02 Evgeny Shindin , Gideon Weiss

The definition of factor space and a unified optimization based classification model were developed for linear programming. Intelligent behaviour appeared in a decision process can be treated as a point y, the dynamic state observed and…

Optimization and Control · Mathematics 2021-01-12 Jing He , Qi-Wei Kong , Ho-Chung Lui , Hai-Tao Liu , Yi-Mu Ji , Hai-Chang Yao , Mo-Zhengfu Liu

Approximate linear programming (ALP) and its variants have been widely applied to Markov Decision Processes (MDPs) with a large number of states. A serious limitation of ALP is that it has an intractable number of constraints, as a result…

Systems and Control · Computer Science 2017-04-11 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar , Csaba Szepesvari

We contribute a new algebraic method for computing the orthogonal projections of a point onto a rational algebraic surface embedded in the three dimensional projective space. This problem is first turned into the computation of the finite…

Commutative Algebra · Mathematics 2020-04-10 Nicolás Botbol , Laurent Busé , Marc Chardin , Fatmanur Yildirim

We present a geometric algorithm to compute the geometric kernel of a generic polyhedron. The geometric kernel (or simply kernel) is definedas the set of points from which the whole polyhedron is visible. Whilst the computation of the…

Computational Geometry · Computer Science 2021-10-28 Tommaso Sorgente , Silvia Biasotti , Michela Spagnuolo

High-throughput computational imaging requires efficient processing algorithms to retrieve multi-dimensional and multi-scale information. In computational phase imaging, phase retrieval (PR) is required to reconstruct both amplitude and…

Image and Video Processing · Electrical Eng. & Systems 2021-09-15 Xuyang Chang , Liheng Bian , Jun Zhang

We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…

Optimization and Control · Mathematics 2020-12-07 Anton Schiela , Matthias Stöcklein , Martin Weiser

We propose an approach based on quadratic approximations for solving general Mixed-Integer Nonlinear Programming (MINLP) problems. Specifically, our approach entails the global approximation of the epigraphs of constraint functions by means…

Optimization and Control · Mathematics 2025-03-24 Adrian Göß , Robert Burlacu , Alexander Martin

Convex polyhedra are the basis for several abstractions used in static analysis and computer-aided verification of complex and sometimes mission critical systems. For such applications, the identification of an appropriate…

Computational Geometry · Computer Science 2009-09-29 Roberto Bagnara , Patricia M. Hill , Enea Zaffanella

This paper is aimed at presenting a systematic survey of the existing now different formulations for the problem of projection of the origin of the Euclidean space onto the convex polyhedron (PPOCP). In the present paper, there are…

Optimization and Control · Mathematics 2018-02-15 Z. R. Gabidullina

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we…

Optimization and Control · Mathematics 2017-09-18 Miles Lubin , Emre Yamangil , Russell Bent , Juan Pablo Vielma

Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…

Optimization and Control · Mathematics 2022-07-20 Arvind U Raghunathan , Carlos Cardonha , David Bergman , Carlos J Nohra

This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of…

Optimization and Control · Mathematics 2015-07-31 Richard Bödi , Katrin Herr , Michael Joswig

The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Linear programming on the Stiefel manifold (LPS) is studied for the first time. It aims at minimizing a linear objective function over the set of all $p$-tuples of orthonormal vectors in ${\mathbb R}^n$ satisfying $k$ additional linear…

Optimization and Control · Mathematics 2023-11-01 Mengmeng Song , Yong Xia