The Zade rule (also known as a rule of lesser use ) is an algorithmic improvement of the simplex method for linear optimization .
The rule was proposed in the 1980s by and it has become popular since then in convex optimization [1] .
Zadeh announced a reward of $ 1000 to anyone who can show that the rule leads to a polynomial number of iterations or to prove that there is a family of linear programming problems for which this rule of introducing variables into the basis requires a subexponential number of iterations to find the optimum [2] .
Content
Algorithm
The Zadeh rule belongs to a family of historically determined improvements that, during the course of the simplex method, hold additional data in addition to the current basis of the simplex method.
Among all the variables that can be entered into the basis, the rule selects the one that was least often entered into the basis, intuitively hoping that the variables can give a significant improvement in several iterations, but which give a slight improvement at each iteration.
Additional data structures in the Zade algorithm can thus be modeled as the number of occurrences that maps all variables to integers and shows how many times a particular variable has entered the basis. At each iteration, the algorithm selects for input into the basis a variable corresponding to the minimum value in this list.
Note that the rule does not uniquely determine which variable will be selected if the number of entries in the basis is equal.
Super polynomial lower bound
By constructing a family of Markov decision-making processes in which the algorithm requires a superpolynomial number of steps, it was shown that the Zade rule has at least superpolynomial complexity in the worst case.
The result was presented by at the 2011 conference of the "Integer Programming and Combinatorial Optimization" [3] . Norman Zadeh, although he was no longer engaged in scientific work at this time, was present at the conference and fulfilled his promise [4] .
Notes
Literature
- Norman Zadeh. What is the worst case behavior of the simplex algorithm ?. - 1980.
- Günter Ziegler. Typical and extremal linear programs. - 2004.