English

Redundancies in Linear Systems with two Variables per Inequality

Data Structures and Algorithms 2016-10-11 v1

Abstract

The problem of detecting and removing redundant constraints is fundamental in optimization. We focus on the case of linear programs (LPs), given by dd variables with nn inequality constraints. A constraint is called \emph{redundant}, if after its removal, the LP still has the same feasible region. The currently fastest method to detect all redundancies is due to Clarkson: it solves nn linear programs, but each of them has at most ss constraints, where ss is the number of nonredundant constraints. In this paper, we study the special case where every constraint has at most two variables with nonzero coefficients. This family, denoted by LI(2)LI(2), has some nice properties. Namely, as shown by Aspvall and Shiloach, given a variable xix_i and a value λ\lambda, we can test in time O(nd)O(nd) whether there is a feasible solution with xi=λx_i = \lambda. Hochbaum and Naor present an O(d2nlogn)O(d^2 n \log n) algorithm for solving the feasibility problem in LI(2)LI(2). Their technique makes use of the Fourier-Motzkin elimination method and the earlier mentioned result by Aspvall and Shiloach. We present a strongly polynomial algorithm that solves redundancy detection in time O(nd2slogs)O(n d^2 s \log s). It uses a modification of Clarkson's algorithm, together with a revised version of Hochbaum and Naor's technique. Finally we show that dimensionality testing can be done with the same running time as solving feasibility.

Keywords

Cite

@article{arxiv.1610.02820,
  title  = {Redundancies in Linear Systems with two Variables per Inequality},
  author = {Komei Fukuda and May Szedlak},
  journal= {arXiv preprint arXiv:1610.02820},
  year   = {2016}
}
R2 v1 2026-06-22T16:15:59.900Z