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Complexity and computability of solutions to linear programming systems
Authors:A Charnes  W W Cooper  S Duffuaa  M Kress
Affiliation:(1) The University of Texas at Austin, Austin, Texas;(2) Harvard University Graduate School of Business Administration, Cambridge, Massachusetts
Abstract:Through key examples and constructs, exact and approximate, complexity, computability, and solution of linear programming systems are reexamined in the light of Khachian's new notion of (approximate) solution. Algorithms, basic theorems, and alternate representations are reviewed. It is shown that the Klee-Minty example hasnever been exponential for (exact) adjacent extreme point algorithms and that the Balinski-Gomory (exact) algorithm continues to be polynomial in cases where (approximate) ellipsoidal ldquocentered-cutoffrdquo algorithms (Levin, Shor, Khachian, Gacs-Lovasz) are exponential. By ldquomodel approximation,rdquo both the Klee-Minty and the new J. Clausen examples are shown to be trivial (explicitly solvable) interval programming problems. A new notion of computable (approximate) solution is proposed together with ana priori regularization for linear programming systems. New polyhedral ldquoconstraint contractionrdquo algorithms are proposed for approximate solution and the relevance of interval programming for good starts or exact solution is brought forth. It is concluded from all this that the ldquoimposed problem ignorancerdquo of past complexity research is deleterious to research progress on ldquocomputabilityrdquo or ldquoefficiency of computation.rdquoThis research was partly supported by Project NR047-071, ONR Contract N00014-80-C-0242, and Project NR047-021, ONR Contract N00014-75-C-0569, with the Center for Cybernetic Studies, The University of Texas at Austin.
Keywords:Complexity  computability  linear programming systems  constraint contraction algorithms  ellipsoidal algorithms  nondifferentiable convex programming  interval programming
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