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We construct a family of Markov decision processes for which the policy iteration algorithm needs an exponential number of improving switches with Dantzig's rule, with Bland's rule, and with the Largest Increase pivot rule. This immediately…

Discrete Mathematics · Computer Science 2025-08-25 Yann Disser , Nils Mosis

The existence of a pivot rule for the simplex method that guarantees a strongly polynomial run-time is a longstanding, fundamental open problem in the theory of linear programming. The leading pivot rule in theory is the shadow pivot rule,…

Optimization and Control · Mathematics 2024-05-09 Alexander E. Black

The strategy improvement algorithm for mean payoff games and parity games is a local improvement algorithm, just like the simplex algorithm for linear programs. Their similarity has turned out very useful: many lower bounds on running time…

Computer Science and Game Theory · Computer Science 2025-09-22 Matthew Maat

In this short paper, we give an upper bound for the number of different basic feasible solutions generated by the simplex method for linear programming problems having optimal solutions. The bound is polynomial of the number of constraints,…

Optimization and Control · Mathematics 2015-03-17 Tomonari Kitahara , Shinji Mizuno

The existence of a polynomial-time pivot rule for the simplex method is a fundamental open question in optimization. While many super-polynomial lower bounds exist for individual or very restricted classes of pivot rules, there currently is…

Discrete Mathematics · Computer Science 2025-02-26 Yann Disser , Nils Mosis

The question whether the Simplex Algorithm admits an efficient pivot rule remains one of the most important open questions in discrete optimization. While many natural, deterministic pivot rules are known to yield exponential running times,…

Optimization and Control · Mathematics 2020-11-02 Yann Disser , Oliver Friedmann , Alexander V. Hopp

Linear programming has been practically solved mainly by simplex and interior point methods. Compared with the weakly polynomial complexity obtained by the interior point methods, the existence of strongly polynomial bounds for the length…

Optimization and Control · Mathematics 2024-04-23 Tianhao Liu , Shanwen Pu , Dongdong Ge , Yinyu Ye

This paper discusses a data-driven, empirically-based framework to make algorithmic decisions or recommendations without expert knowledge. We improve the performance of two algorithmic case studies: the selection of a pivot rule for the…

Machine Learning · Computer Science 2021-09-30 Imran Adham , Jesus De Loera , Zhenyang Zhang

This paper presents a new lower bound for the discrete strategy improvement algorithm for solving parity games due to Voege and Jurdziski. First, we informally show which structures are difficult to solve for the algorithm. Second, we…

Computer Science and Game Theory · Computer Science 2009-01-20 Oliver Friedmann

In this paper we give an exponential lower bound for Cunningham's least recently considered (round-robin) rule as applied to parity games, Markhov decision processes and linear programs. This improves a recent subexponential bound of…

Computational Complexity · Computer Science 2013-05-20 David Avis , Oliver Friedmann

The behavior of the simplex algorithm is a widely studied subject. Specifically, the question of the existence of a polynomial pivot rule for the simplex algorithm is of major importance. Here, we give exponential lower bounds for three…

Discrete Mathematics · Computer Science 2017-06-29 Antonis Thomas

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

Machine Learning · Computer Science 2018-02-28 Ershad Banijamali , Yasin Abbasi-Yadkori , Mohammad Ghavamzadeh , Nikos Vlassis

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

Machine Learning · Computer Science 2020-09-16 Adam Ibrahim , Waïss Azizian , Gauthier Gidel , Ioannis Mitliagkas

We study policy iteration for infinite-horizon Markov decision processes. It has recently been shown policy iteration style algorithms have exponential lower bounds in a two player game setting. We extend these lower bounds to Markov…

Data Structures and Algorithms · Computer Science 2010-03-18 John Fearnley

Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…

A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or $Q$-function…

Machine Learning · Computer Science 2016-03-01 Joshua Achiam

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

This paper presents a new exponential lower bound for the two most popular deterministic variants of the strategy improvement algorithms for solving parity, mean payoff, discounted payoff and simple stochastic games. The first variant…

Computer Science and Game Theory · Computer Science 2015-07-01 Oliver Friedmann

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden
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