Unbelievable $O(L^{1.5})$ worst case computational complexity achieved by $spdspds$ algorithm for linear programming problem
Keshava Prasad Halemane

TL;DR
The paper introduces the spdspds algorithm, a novel iterative method for linear programming with a worst-case complexity of O(L^{1.5}), improving efficiency over traditional approaches.
Contribution
It presents a new symmetric primal-dual pivot strategy that achieves sub-quadratic worst-case complexity for linear programming problems.
Findings
Achieves worst-case complexity of O(L^{1.5})
Defines a global effectiveness measure based on infeasibility index
Allows exploration of alternative solutions beyond optimality
Abstract
The Symmetric Primal-Dual Symplex Pivot Decision Strategy (spdspds) is a novel iterative algorithm to solve linear programming problems. A symplex pivoting operation is simply an exchange between a basic variable and a non-basic variable, in the Goldman-Tucker Compact-Symmetric-Tableau (CST) which is a unique symmetric representation common to both the primal as well as the dual of a linear programming problem in its standard canonical form. From this viewpoint, the classical simplex pivoting operation of Dantzig may be considered as a restricted special case. The infeasibility index associated with a symplex tableau is defined as the sum of the number of primal variables and the number of dual variables that are infeasible. A measure of goodness as a global effectiveness measure of a pivot selection is defined/determined as/by the decrease in the infeasibility index associated with…
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Optimization and Packing Problems · Optimization and Mathematical Programming
