An Algorithm for Identifying the Frame of a Pointed Finite Conical Hull

  • Authors:
  • J. H. Dula;R.V. Helgason;N. Venugopal

  • Affiliations:
  • -;-;-

  • Venue:
  • INFORMS Journal on Computing
  • Year:
  • 1998

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Abstract

We present an algorithm for identifying the extreme rays of the conical hull of a finite set of vectors whose generated cone is pointed. This problem appears in diverse areas including sto-chastic programming, computational geometry, and non-parametric efficiency measurement. The standard approach consists of solving a linear program for every element of the set of vectors. The new algorithm differs in that it solves fewer and substantially smaller LPs. Extensive computational testing vali-dates the algorithm and demonstrates that for a wide range of problems it is computationally superior to the standard approach.