on the shadow simplex method for curved polyhedra
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On the Shadow Simplex Method for Curved Polyhedra Daniel Dadush 1 - PowerPoint PPT Presentation

On the Shadow Simplex Method for Curved Polyhedra Daniel Dadush 1 ahnle 2 Nicolai H 1 Centrum Wiskunde & Informatica (CWI) 2 Bonn Universit at Outline Introduction 1 Linear Programming and its Applications The Simplex Method Results


  1. Linear Programming via the Simplex Method c T x max P x ∈ R n subject to Ax ≤ b , A has n columns, m rows. Problem No known pivot rule is proven to converge in polynomial time!!! Simplex lower bounds: Klee-Minty (1972): designed “deformed cubes”, providing worst case examples for many pivot rules. Friedmann et al. (2011): systematically designed bad examples using Markov decision processes. In these examples, the pivot rule is tricked into taking an (sub)exponentially long path, even though short paths exists. D. Dadush, N. H¨ ahnle Shadow Simplex 8 / 34

  2. Linear Programming via the Simplex Method c T x max P x ∈ R n subject to Ax ≤ b , A has n columns, m rows. Problem No known pivot rule is proven to converge in polynomial time!!! Simplex upper bounds: Kalai (1992): Random facet rule requires 2 O ( √ n log m ) pivots on expectation. D. Dadush, N. H¨ ahnle Shadow Simplex 8 / 34

  3. Linear Programming and the Hirsch Conjecture P = { x ∈ R n : Ax ≤ b } , P A ∈ R m × n P lives in R n (ambient dimension is n ) and has m constraints. D. Dadush, N. H¨ ahnle Shadow Simplex 9 / 34

  4. Linear Programming and the Hirsch Conjecture P = { x ∈ R n : Ax ≤ b } , P A ∈ R m × n P lives in R n (ambient dimension is n ) and has m constraints. Besides the computational efficiency of the simplex method, an even more basic question is not understood: Question How can we bound the length of paths on the graph of P? I.e. how to bound the diameter of P? D. Dadush, N. H¨ ahnle Shadow Simplex 9 / 34

  5. Linear Programming and the Hirsch Conjecture P = { x ∈ R n : Ax ≤ b } , P A ∈ R m × n P lives in R n (ambient dimension is n ) and has m constraints. Conjecture (Polynomial Hirsch Conjecture) The diameter of P is bounded by a polynomial in the dimension n and number of constraints m. D. Dadush, N. H¨ ahnle Shadow Simplex 9 / 34

  6. Linear Programming and the Hirsch Conjecture P = { x ∈ R n : Ax ≤ b } , P A ∈ R m × n P lives in R n (ambient dimension is n ) and has m constraints. Conjecture (Polynomial Hirsch Conjecture) The diameter of P is bounded by a polynomial in the dimension n and number of constraints m. Diameter lower bounds: Santos (2010), Matschke-Santos-Weibel (2012): Disproved original Hirsch conjecture bound of m − n , exhibit polytopes with diameter ( 1 + ε ) m (for some small ε > 0). D. Dadush, N. H¨ ahnle Shadow Simplex 9 / 34

  7. Linear Programming and the Hirsch Conjecture P = { x ∈ R n : Ax ≤ b } , P A ∈ R m × n P lives in R n (ambient dimension is n ) and has m constraints. Conjecture (Polynomial Hirsch Conjecture) The diameter of P is bounded by a polynomial in the dimension n and number of constraints m. Diameter upper bounds: Barnette, Larman (1974): 1 3 2 n − 2 ( m − n + 5 2 ) . Kalai, Kleitman (1992), Todd (2014): ( m − n ) log n . D. Dadush, N. H¨ ahnle Shadow Simplex 9 / 34

  8. Special Cases P = { x ∈ R n : Ax ≤ b } , A ∈ Q m × n Upper bounds for combinatorial classes: 0 / 1-polytopes: m − n (Naddef 1989) flow polytopes: quadratic (Orlin 1997) transportation polytopes: linear (Brightwell, v.d. Heuvel and Stougie 2006) polars of flag polytopes: m − n (Adripasito, Benedetti 2014) D. Dadush, N. H¨ ahnle Shadow Simplex 10 / 34

  9. Special Cases P = { x ∈ R n : Ax ≤ b } , A ∈ Q m × n Upper bounds for well-conditioned constraint matrices: Dyer, Frieze (1994): If A is totally unimodular, diameter is O ( m 16 n 3 log ( mn ) 3 ) . D. Dadush, N. H¨ ahnle Shadow Simplex 11 / 34

  10. Special Cases P = { x ∈ R n : Ax ≤ b } , A ∈ Q m × n Upper bounds for well-conditioned constraint matrices: Dyer, Frieze (1994): If A is totally unimodular, diameter is O ( m 16 n 3 log ( mn ) 3 ) . ◮ Analyze a random walk based simplex. They solve LP in similar runtime. D. Dadush, N. H¨ ahnle Shadow Simplex 11 / 34

  11. Special Cases P = { x ∈ R n : Ax ≤ b } , A ∈ Q m × n Upper bounds for well-conditioned constraint matrices: Dyer, Frieze (1994): If A is totally unimodular, diameter is O ( m 16 n 3 log ( mn ) 3 ) . ◮ Analyze a random walk based simplex. They solve LP in similar runtime. Bonifas, Di Summa, Eisenbrand, H¨ ahnle, Niemeier (2012): If A integer matrix and all subdeterminants ≤ ∆ , diameter is O ( n 3 . 5 ∆ 2 log n ∆ ) . D. Dadush, N. H¨ ahnle Shadow Simplex 11 / 34

  12. Special Cases P = { x ∈ R n : Ax ≤ b } , A ∈ Q m × n Upper bounds for well-conditioned constraint matrices: Dyer, Frieze (1994): If A is totally unimodular, diameter is O ( m 16 n 3 log ( mn ) 3 ) . ◮ Analyze a random walk based simplex. They solve LP in similar runtime. Bonifas, Di Summa, Eisenbrand, H¨ ahnle, Niemeier (2012): If A integer matrix and all subdeterminants ≤ ∆ , diameter is O ( n 3 . 5 ∆ 2 log n ∆ ) . ◮ Use volume expansion on the normal fan (non-constructive!). D. Dadush, N. H¨ ahnle Shadow Simplex 11 / 34

  13. Simplex Algorithms P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Question Can the diameter bound of Bonifas et al bounds be made constructive? How fast can we solve LP in this setting? D. Dadush, N. H¨ ahnle Shadow Simplex 12 / 34

  14. Simplex Algorithms P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Question Can the diameter bound of Bonifas et al bounds be made constructive? How fast can we solve LP in this setting? Brunsch, R¨ oglin (2013): Given two vertices can find a path of length O ( mn 3 ∆ 4 ) efficiently. D. Dadush, N. H¨ ahnle Shadow Simplex 12 / 34

  15. Simplex Algorithms P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Question Can the diameter bound of Bonifas et al bounds be made constructive? How fast can we solve LP in this setting? Brunsch, R¨ oglin (2013): Given two vertices can find a path of length O ( mn 3 ∆ 4 ) efficiently. ◮ Use shadow simplex method , inspired by smoothed analysis. D. Dadush, N. H¨ ahnle Shadow Simplex 12 / 34

  16. Simplex Algorithms P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Question Can the diameter bound of Bonifas et al bounds be made constructive? How fast can we solve LP in this setting? Brunsch, R¨ oglin (2013): Given two vertices can find a path of length O ( mn 3 ∆ 4 ) efficiently. ◮ Use shadow simplex method , inspired by smoothed analysis. Eisenbrand, Vempala (2014): Given an initial vertex and objective, can optimize using poly ( n , ∆ ) simplex pivots. Initial feasible vertex using m poly ( n , ∆ ) pivots. D. Dadush, N. H¨ ahnle Shadow Simplex 12 / 34

  17. Simplex Algorithms P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Question Can the diameter bound of Bonifas et al bounds be made constructive? How fast can we solve LP in this setting? Brunsch, R¨ oglin (2013): Given two vertices can find a path of length O ( mn 3 ∆ 4 ) efficiently. ◮ Use shadow simplex method , inspired by smoothed analysis. Eisenbrand, Vempala (2014): Given an initial vertex and objective, can optimize using poly ( n , ∆ ) simplex pivots. Initial feasible vertex using m poly ( n , ∆ ) pivots. ◮ Use random walk based dual simplex, similar to Dyer and Frieze. D. Dadush, N. H¨ ahnle Shadow Simplex 12 / 34

  18. Simplex Algorithms P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Question Can the diameter bound of Bonifas et al bounds be made constructive? How fast can we solve LP in this setting? Brunsch, R¨ oglin (2013): Given two vertices can find a path of length O ( mn 3 ∆ 4 ) efficiently. ◮ Use shadow simplex method , inspired by smoothed analysis. Eisenbrand, Vempala (2014): Given an initial vertex and objective, can optimize using poly ( n , ∆ ) simplex pivots. Initial feasible vertex using m poly ( n , ∆ ) pivots. ◮ Use random walk based dual simplex, similar to Dyer and Frieze. All the above results hold with respect to more general conditions on P (more details later). D. Dadush, N. H¨ ahnle Shadow Simplex 12 / 34

  19. A Faster Shadow Simplex Method P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Theorem (D., H¨ ahnle 2014+) Diameter is bounded by O ( n 3 ∆ 2 ln ( n ∆ )) . D. Dadush, N. H¨ ahnle Shadow Simplex 13 / 34

  20. A Faster Shadow Simplex Method P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Theorem (D., H¨ ahnle 2014+) Diameter is bounded by O ( n 3 ∆ 2 ln ( n ∆ )) . Given an initial vertex and objective, can compute optimal vertex using at most O ( n 4 ∆ 2 ln ( n ∆ )) pivots on expectation. D. Dadush, N. H¨ ahnle Shadow Simplex 13 / 34

  21. A Faster Shadow Simplex Method P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Theorem (D., H¨ ahnle 2014+) Diameter is bounded by O ( n 3 ∆ 2 ln ( n ∆ )) . Given an initial vertex and objective, can compute optimal vertex using at most O ( n 4 ∆ 2 ln ( n ∆ )) pivots on expectation. Can compute an initial feasible vertex using O ( n 5 ∆ 2 ln ( n ∆ )) pivots on expectation. D. Dadush, N. H¨ ahnle Shadow Simplex 13 / 34

  22. A Faster Shadow Simplex Method P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Theorem (D., H¨ ahnle 2014+) Diameter is bounded by O ( n 3 ∆ 2 ln ( n ∆ )) . Given an initial vertex and objective, can compute optimal vertex using at most O ( n 4 ∆ 2 ln ( n ∆ )) pivots on expectation. Can compute an initial feasible vertex using O ( n 5 ∆ 2 ln ( n ∆ )) pivots on expectation. Pivots require O ( mn ) arithmetic operations. D. Dadush, N. H¨ ahnle Shadow Simplex 13 / 34

  23. A Faster Shadow Simplex Method P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Theorem (D., H¨ ahnle 2014+) Diameter is bounded by O ( n 3 ∆ 2 ln ( n ∆ )) . Given an initial vertex and objective, can compute optimal vertex using at most O ( n 4 ∆ 2 ln ( n ∆ )) pivots on expectation. Can compute an initial feasible vertex using O ( n 5 ∆ 2 ln ( n ∆ )) pivots on expectation. Pivots require O ( mn ) arithmetic operations. Based on a new analysis and variant of the shadow simplex method . D. Dadush, N. H¨ ahnle Shadow Simplex 13 / 34

  24. A Faster Shadow Simplex Method P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n Subdeterminants of A bounded by ∆ . Theorem (D., H¨ ahnle 2014+) Diameter is bounded by O ( n 3 ∆ 2 ln ( n ∆ )) . Given an initial vertex and objective, can compute optimal vertex using at most O ( n 4 ∆ 2 ln ( n ∆ )) pivots on expectation. Can compute an initial feasible vertex using O ( n 5 ∆ 2 ln ( n ∆ )) pivots on expectation. Pivots require O ( mn ) arithmetic operations. Based on a new analysis and variant of the shadow simplex method . Inspired by path finding algorithm over the Voronoi graph of a lattice by Bonifas, D. (2014) used for solving the Closest Vector Problem. D. Dadush, N. H¨ ahnle Shadow Simplex 13 / 34

  25. Navigation over the Voronoi Graph y t Z + t x Z Figure: Randomized Straight Line algorithm Closest Vector Problem (CVP): Find closest lattice vector y to t . D. Dadush, N. H¨ ahnle Shadow Simplex 14 / 34

  26. Navigation over the Voronoi Graph y t Z + t x Z Figure: Randomized Straight Line algorithm Closest Vector Problem (CVP): Find closest lattice vector y to t . Solving CVP can be reduced to efficiently navigating over the Voronoi cell (Som.,Fed.,Shal. 09; Mic.,Voulg. 10-13). D. Dadush, N. H¨ ahnle Shadow Simplex 14 / 34

  27. Navigation over the Voronoi Graph y t Z + t x Z Figure: Randomized Straight Line algorithm Closest Vector Problem (CVP): Find closest lattice vector y to t . Can move between “nearby” lattice points using a polynomial number of steps (Bonifas, D. 14). D. Dadush, N. H¨ ahnle Shadow Simplex 14 / 34

  28. Outline Introduction 1 Linear Programming and its Applications The Simplex Method Results The Shadow Simplex Method 2 The Normal Fan Primal and Dual Perspectives Well-conditioned Polytopes 3 τ -wide Polyhedra δ -distance Property Diameter and Optimization 4 3-step Shadow Simplex Path Bounding Surface Area Measures of the Normal Fan Finding an Optimal Facet D. Dadush, N. H¨ ahnle Shadow Simplex 15 / 34

  29. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  30. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } Face lattice is reversed: ◮ vertex of P ∼ = facet of P ⋆ D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  31. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } Face lattice is reversed: ◮ vertex of P ∼ = facet of P ⋆ D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  32. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } Face lattice is reversed: ◮ vertex of P ∼ = facet of P ⋆ ◮ k -face of P ∼ = ( n − k − 1 ) -face of P ⋆ D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  33. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } Face lattice is reversed: ◮ vertex of P ∼ = facet of P ⋆ ◮ k -face of P ∼ = ( n − k − 1 ) -face of P ⋆ ◮ vertex-edge path in P ∼ = facet-ridge path in P ⋆ D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  34. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } Face lattice is reversed: ◮ vertex of P ∼ = facet of P ⋆ ◮ k -face of P ∼ = ( n − k − 1 ) -face of P ⋆ ◮ vertex-edge path in P ∼ = facet-ridge path in P ⋆ D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  35. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } Face lattice is reversed: ◮ vertex of P ∼ = facet of P ⋆ ◮ k -face of P ∼ = ( n − k − 1 ) -face of P ⋆ ◮ vertex-edge path in P ∼ = facet-ridge path in P ⋆ D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  36. The Polar Polytope P = { x ∈ R n : Ax ≤ b } with 0 ∈ int ( P ) Polar: P ⋆ = { y ∈ R n : y T x ≤ 1 ∀ x ∈ P } Face lattice is reversed: ◮ vertex of P ∼ = facet of P ⋆ ◮ k -face of P ∼ = ( n − k − 1 ) -face of P ⋆ ◮ vertex-edge path in P ∼ = facet-ridge path in P ⋆ D. Dadush, N. H¨ ahnle Shadow Simplex 16 / 34

  37. The Normal Fan Same combinatorics as the polar, but expressed using cones. N 1 N 3 v 1 N 3 N 1 v 3 P N 2 N 4 v 2 v 4 N 2 N 4 D. Dadush, N. H¨ ahnle Shadow Simplex 17 / 34

  38. The Normal Fan Same combinatorics as the polar, but expressed using cones. P nondegenerate, i.e. each vertex v ∈ P has exactly n tight facets. N 1 N 3 v 1 N 3 N 1 v 3 P N 2 N 4 v 2 v 4 N 2 N 4 D. Dadush, N. H¨ ahnle Shadow Simplex 17 / 34

  39. The Normal Fan Same combinatorics as the polar, but expressed using cones. P nondegenerate, i.e. each vertex v ∈ P has exactly n tight facets. Normal cone N v : Cone defined by normal vectors of these facets, equivalently all objectives maximized at v . N 1 N 3 v 1 N 3 N 1 v 3 P N 2 N 4 v 2 v 4 N 2 N 4 D. Dadush, N. H¨ ahnle Shadow Simplex 17 / 34

  40. The Normal Fan Same combinatorics as the polar, but expressed using cones. P nondegenerate, i.e. each vertex v ∈ P has exactly n tight facets. Normal cone N v : Cone defined by normal vectors of these facets, equivalently all objectives maximized at v . Normal fan: Set of all normal cones. N 1 N 3 v 1 N 3 N 1 v 3 P N 2 N 4 v 2 v 4 N 2 N 4 D. Dadush, N. H¨ ahnle Shadow Simplex 17 / 34

  41. The Shadow Simplex Method v 2 v 1 d c v ′ v ′ 1 2 D. Dadush, N. H¨ ahnle Shadow Simplex 18 / 34

  42. The Shadow Simplex Method Shadow simplex from v 1 to v 2 ◮ Pick c optimizing v 1 . ◮ Find optima wrt ( 1 − λ ) c + λ d until λ = 1. v 2 v 1 d c v ′ v ′ 1 2 D. Dadush, N. H¨ ahnle Shadow Simplex 18 / 34

  43. The Shadow Simplex Method Shadow simplex from v 1 to v 2 ◮ Pick c optimizing v 1 . ◮ Find optima wrt ( 1 − λ ) c + λ d until λ = 1. “Primal” interpretation ◮ Project P to span of c and d . ◮ Optima wrt ( 1 − λ ) c + λ d are pre-images of v 2 v 1 optima in the plane. d c v ′ v ′ 1 2 D. Dadush, N. H¨ ahnle Shadow Simplex 18 / 34

  44. The Shadow Simplex Method Shadow simplex from v 1 to v 2 ◮ Pick c optimizing v 1 . ◮ Find optima wrt ( 1 − λ ) c + λ d until λ = 1. “Primal” interpretation ◮ Project P to span of c and d . ◮ Optima wrt ( 1 − λ ) c + λ d are pre-images of v 2 v 1 optima in the plane. “Dual” interpretation ◮ Trace segment [ c , d ] through normal fan. ◮ Pivot step corresponds to crossing facet of a d c normal cone. v ′ v ′ 1 2 D. Dadush, N. H¨ ahnle Shadow Simplex 18 / 34

  45. Size of the shadow: randomness to the rescue Question When can we bound the number of edges in the shadow? In general, the shadow can be exponentially large. D. Dadush, N. H¨ ahnle Shadow Simplex 19 / 34

  46. Size of the shadow: randomness to the rescue Question When can we bound the number of edges in the shadow? In general, the shadow can be exponentially large. Borgwardt (1980s), Spielman-Teng (2004), Vershynin (2006): the shadow is small in expectation when the linear program is random or smoothed . D. Dadush, N. H¨ ahnle Shadow Simplex 19 / 34

  47. Size of the shadow: randomness to the rescue Question When can we bound the number of edges in the shadow? In general, the shadow can be exponentially large. Borgwardt (1980s), Spielman-Teng (2004), Vershynin (2006): the shadow is small in expectation when the linear program is random or smoothed . Brunsch-R¨ oglin (2013): the shadow is small in expectation for “well-conditioned” polytopes when c , d are randomly chosen from the normal cones of two vertices. D. Dadush, N. H¨ ahnle Shadow Simplex 19 / 34

  48. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c c v 1 v 3 P d v 2 v 4 d D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  49. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c c v 1 v 3 P d v 2 v 4 d D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  50. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c d 1 c v 1 d 1 v 3 P d v 2 v 4 d D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  51. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c d 1 c v 1 d 1 v 3 P d v 2 v 4 d D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  52. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c d 1 c v 1 d 2 d 1 v 3 d 2 P d v 2 v 4 d D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  53. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c c v 1 d 1 v 3 d 2 P d 2 d v 2 v 4 d D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  54. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c c v 1 v 3 d 2 P d 2 d v 2 v 4 d D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  55. Shadow Simplex: Dual Perspective Move from v 1 to v 2 by following [ c , d ] through the normal fan. Pivot step corresponds to crossing facet of normal cone. c c v 1 v 3 P d v 2 v 4 d Question How can we bound the number of intersections with the normal fan? D. Dadush, N. H¨ ahnle Shadow Simplex 20 / 34

  56. Outline Introduction 1 Linear Programming and its Applications The Simplex Method Results The Shadow Simplex Method 2 The Normal Fan Primal and Dual Perspectives Well-conditioned Polytopes 3 τ -wide Polyhedra δ -distance Property Diameter and Optimization 4 3-step Shadow Simplex Path Bounding Surface Area Measures of the Normal Fan Finding an Optimal Facet D. Dadush, N. H¨ ahnle Shadow Simplex 21 / 34

  57. Polyhedra with τ -wide Normal Fan Vertex normal cone N v is τ -wide: a 2 contains a ball of radius τ centered on the unit sphere. N v a 1 a 3 D. Dadush, N. H¨ ahnle Shadow Simplex 22 / 34

  58. Polyhedra with τ -wide Normal Fan Vertex normal cone N v is τ -wide: a 2 contains a ball of radius τ centered on the unit sphere. τ N v a 1 a 3 D. Dadush, N. H¨ ahnle Shadow Simplex 22 / 34

  59. Polyhedra with τ -wide Normal Fan Vertex normal cone N v is τ -wide: a 2 contains a ball of radius τ centered on the unit sphere. P is τ -wide if all its vertex normal τ N v a 1 cones are τ -wide. a 3 D. Dadush, N. H¨ ahnle Shadow Simplex 22 / 34

  60. Polyhedra with τ -wide Normal Fan Vertex normal cone N v is τ -wide: a 2 contains a ball of radius τ centered on the unit sphere. Angles at any vertex are less than τ N v a 1 π − 2 τ . “Discrete measure” of curvature. a 3 N 1 N 3 v 1 v 3 P v 2 v 4 N 2 N 4 D. Dadush, N. H¨ ahnle Shadow Simplex 22 / 34

  61. Polyhedra with τ -wide Normal Fan a 2 τ N v a 1 a 3 D. Dadush, N. H¨ ahnle Shadow Simplex 23 / 34

  62. Polyhedra with τ -wide Normal Fan a 2 τ N v a 1 a 3 Lemma P = { x ∈ R n : Ax ≤ b } , A ∈ Z m × n , subdeterminants bounded by ∆ . Then P is τ -wide for τ = 1 / ( n ∆ ) 2 . D. Dadush, N. H¨ ahnle Shadow Simplex 23 / 34

  63. Polyhedra with τ -wide Normal Fan a 2 τ N v a 1 a 3 Theorem (D.-H¨ ahnle 2014+) If P an n-dimensional polyhedron with a τ -wide normal fan, then diameter of P is O ( n / τ ln ( 1 / τ )) . D. Dadush, N. H¨ ahnle Shadow Simplex 23 / 34

  64. Polyhedra with τ -wide Normal Fan a 2 τ N v a 1 a 3 Theorem (D.-H¨ ahnle 2014+) If P an n-dimensional polyhedron with a τ -wide normal fan, then diameter of P is O ( n / τ ln ( 1 / τ )) . Furthermore, paths are constructed using shadow simplex method. D. Dadush, N. H¨ ahnle Shadow Simplex 23 / 34

  65. Polyhedra with τ -wide Normal Fan a 2 τ N v a 1 a 3 Theorem (D.-H¨ ahnle 2014+) If P an n-dimensional polyhedron with a τ -wide normal fan, then diameter of P is O ( n / τ ln ( 1 / τ )) . Furthermore, paths are constructed using shadow simplex method. Remark: Perfect matching polytope on a graph G = ( V , E ) is � 1 / ( 3 | E | ) -wide. D. Dadush, N. H¨ ahnle Shadow Simplex 23 / 34

  66. The δ -distance Property a j N v = cone ( a 1 , . . . , a n ) , a i ’s scaled to be unit length. δ Take a j and opposite facet F j . F j D. Dadush, N. H¨ ahnle Shadow Simplex 24 / 34

  67. The δ -distance Property a j N v = cone ( a 1 , . . . , a n ) , a i ’s scaled to be unit length. δ Take a j and opposite facet F j . F j δ -distance property: d ( a j , H ( F j )) ≥ δ for all facet/opposite vertex pairs D. Dadush, N. H¨ ahnle Shadow Simplex 24 / 34

  68. The δ -distance Property a j N v = cone ( a 1 , . . . , a n ) , a i ’s scaled to be unit length. δ Take a j and opposite facet F j . F j δ -distance property: d ( a j , H ( F j )) ≥ δ for all facet/opposite vertex pairs P has the (local) δ -distance property if every (feasible) basis has the δ -distance property. D. Dadush, N. H¨ ahnle Shadow Simplex 24 / 34

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