A randomized polynomial-time simplex algorithm for linear programming

  • Authors:
  • Jonathan A. Kelner;Daniel A. Spielman

  • Affiliations:
  • Massachusetts Institute of Technology;Yale University

  • Venue:
  • Proceedings of the thirty-eighth annual ACM symposium on Theory of computing
  • Year:
  • 2006

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Abstract

We present the first randomized polynomial-time simplex algorithm for linear programming. Like the other known polynomial-time algorithms for linear programming, its running time depends polynomially on the number of bits used to represent its input.We begin by reducing the input linear program to a special form in which we merely need to certify boundedness. As boundedness does not depend upon the right-hand-side vector, we run the shadow-vertex simplex method with a random right-hand-side vector. Thus, we do not need to bound the diameter of the original polytope.Our analysis rests on a geometric statement of independent interest: given a polytope A x ≤ b in isotropic position, if one makes a polynomially small perturbation to b then the number of edges of the projection of the perturbed polytope onto a random 2-dimensional subspace is expected to be polynomial.