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Solving linear programs from sign patterns

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Abstract

This paper is an attempt to provide a connection between qualitative matrix theory and linear programming. A linear program \(\max\{cx \mid Ax=b, x\geq 0\}\) is said to be sign-solvable if the set of sign patterns of the optimal solutions is uniquely determined by the sign patterns of A, b, and c. It turns out to be NP-hard to decide whether a given linear program is sign-solvable or not. We then introduce a class of sign-solvable linear programs in terms of totally sign-nonsingular matrices, which can be recognized in polynomial time. For a linear program in this class, we devise an efficient combinatorial algorithm to obtain the sign pattern of an optimal solution from the sign patterns of A, b, and c. The algorithm runs in O(mγ) time, where m is the number of rows of A and γ is the number of all nonzero entries in A, b, and c.

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Authors and Affiliations

  1. Research Institute for Mathematical Sciences, Kyoto University, Kyoto, 606-8502, Japan

    Satoru Iwata & Naonori Kakimura

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  1. Satoru Iwata
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  2. Naonori Kakimura
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Correspondence to Naonori Kakimura.

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Iwata, S., Kakimura, N. Solving linear programs from sign patterns. Math. Program. 114, 393–418 (2008). https://doi.org/10.1007/s10107-007-0107-7

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  • DOI: https://doi.org/10.1007/s10107-007-0107-7

Mathematics Subject Classification (2000)