8 research outputs found
A Characterization Theorem and An Algorithm for A Convex Hull Problem
Given and , testing if , the convex hull of , is a fundamental
problem in computational geometry and linear programming. First, we prove a
Euclidean {\it distance duality}, distinct from classical separation theorems
such as Farkas Lemma: lies in if and only if for each there exists a {\it pivot}, satisfying . Equivalently, if and only if there exists a
{\it witness}, whose Voronoi cell relative to contains
. A witness separates from and approximate to
within a factor of two. Next, we describe the {\it Triangle Algorithm}: given
, an {\it iterate}, , and , if
, it stops. Otherwise, if there exists a pivot
, it replace with and with the projection of onto the
line . Repeating this process, the algorithm terminates in arithmetic operations, where
is the {\it visibility factor}, a constant satisfying and
, over all iterates . Additionally,
(i) we prove a {\it strict distance duality} and a related minimax theorem,
resulting in more effective pivots; (ii) describe -time algorithms that may compute a witness or a good
approximate solution; (iii) prove {\it generalized distance duality} and
describe a corresponding generalized Triangle Algorithm; (iv) prove a {\it
sensitivity theorem} to analyze the complexity of solving LP feasibility via
the Triangle Algorithm. The Triangle Algorithm is practical and competitive
with the simplex method, sparse greedy approximation and first-order methods.Comment: 42 pages, 17 figures, 2 tables. This revision only corrects minor
typo
A Family of Iteration Functions for General Linear Systems
We develop novel theory and algorithms for computing approximate solution to
, or to , where is an real matrix of
arbitrary rank. First, we describe the {\it Triangle Algorithm} (TA), where
given an ellipsoid , in each
iteration it either computes successively improving approximation , or proves . We then extend TA for
computing an approximate solution or minimum-norm solution. Next, we develop a
dynamic version of TA, the {\it Centering Triangle Algorithm} (CTA), generating
residuals via iterations of the simple formula,
, where when is symmetric PSD, otherwise
but need not be computed explicitly. More generally, CTA extends to a
family of iteration function, , satisfying: On the one
hand, given and , where with arbitrary, for all , and
converges to zero. Algorithmically, if is invertible with
condition number , in
iterations . If is singular with
the ratio of its largest to smallest positive eigenvalues, in iterations either
or . If is the number of nonzero
entries of , each iteration take operations. On the other hand,
given , suppose its minimal polynomial with respect to has
degree . Then is solvable if and only if . Moreover,
exclusively is solvable, if and only if but
. Additionally, is computable in
operations.Comment: 59 pages, 4 figure