Criss-cross algorithm: Difference between revisions

Revision as of 23:22, 27 January 2015

Revision as of 23:25, 27 January 2015

Line 39:

===Other optimization problems with linear constraints===

There are variants of the criss-cross algorithm for linear programming, for [[quadratic programming]], and for the [[linear complementarity problem|linear-complementarity problem]] with "sufficient matrices";<ref name="FukudaTerlaky"/><ref name="FTNamiki"/><ref name="FukudaNamikiLCP" >{{harvtxt|Fukuda|Namiki|1994|}}</ref><ref name="OMBook" >{{cite book|last=Björner|first=Anders|last2=Las&nbsp;Vergnas|first2=Michel|author2-link=Michel Las Vergnas|last3=Sturmfels|first3=Bernd|authorlink3=Bernd Sturmfels|last4=White|first4=Neil|last5=Ziegler|first5=Günter|authorlink5=Günter M. Ziegler|title=Oriented Matroids|chapter=10 Linear programming|publisher=Cambridge University Press|year=1999|isbn=978-0-521-77750-6|url=http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511586507|pages=417–479|doi=10.1017/CBO9780511586507|MR=1744046}}</ref><ref name="HRT">{{cite journal|first1=D. |last1=den&nbsp;Hertog|first2=C.|last2=Roos|first3=T.|last3=Terlaky|title=The linear complementarity problem, sufficient matrices, and the criss-cross method|journal=Linear Algebra and its Applications|volume=187|date=1 July 1993|pages=1–14|url=http://core.ac.uk/download/pdf/6714737.pdf|doi=10.1016/0024-3795(93)90124-7|format=pdf}}</ref><ref name="CIsufficient">{{cite journal|first1=Zsolt|last1=Csizmadia|first2=Tibor|last2=Illés|title=New criss-cross type algorithms for linear complementarity problems with sufficient matrices|journal=Optimization Methods and Software|volume=21|year=2006|number=2|pages=247–266|doi=10.1080/10556780500095009|

url=http://www.cs.elte.hu/opres/orr/download/ORR03_1.pdf|format=pdf|url=http://www.tandfonline.com/doi/abs/10.1080/10556780500095009<!--|eprint=http://www.tandfonline.com/doi/pdf/10.1080/10556780500095009-->|mr=2195759|<!-- ref=harv -->}}</ref> conversely, for linear complementarity problems, the criss-cross algorithm terminates finitely only if the matrix is a sufficient matrix.<ref name="HRT"/><ref name="CIsufficient"/> A [[sufficient&nbsp;matrix]] is a generalization both of a [[positive-definite matrix]] and of a [[P-matrix]], whose [[principal&nbsp;minor]]s are each positive.<ref name="HRT"/><ref name="CIsufficient"/><ref>{{cite journal|last1=Cottle|first1=R.&nbsp;W.|authorlink1=Richard W. Cottle|last2=Pang|first2=J.-S.|last3=Venkateswaran|first3=V.|title=Sufficient matrices and the linear&nbsp;complementarity problem|journal=Linear Algebra and its Applications|volume=114–115|date=March–April 1989|pages=231–249|doi=10.1016/0024-3795(89)90463-1|url=http://www.sciencedirect.com/science/article/pii/0024379589904631|mr=986877|ref=harv}}</ref> The criss-cross algorithm has been adapted also for [[linear-fractional programming]].<ref name="LF99Hyperbolic"/><ref name="Bibl"/>

===Vertex enumeration===