A quasilinear algorithm for linear programs with large binary size and few number of vertices.

Adrien Chan-Hon-Tong (1)

1 DTIS, ONERA, Université Paris Saclay (COmUE) [Palaiseau]

This paper presents the first algorithm proven quasilinear for linear programs with large binary size and few number of vertices. In addition to this theoretical property, toy numerical experiments also highlights a possible practical interest despite complexity for generic linear programming is not established. Precisely, this algorithm is somehow simplex related but with the interesting features of always exiting a vertex (even degenerated) in strongly polynomial time thank to Chubanov algorithm for homogeneous linear feasibility.

Mots clés: Linear programming; Strongly polynomial

Domaines: Recherche opérationnelle [math.OC]

Adrien Chan-Hon-Tong. A quasilinear algorithm for linear programs with large binary size and few number of vertices.. 2019. ⟨hal-00722920v20⟩