Colorful linear programming, Nash equilibrium , and pivots

The colorful Carathéodory theorem, proved by Barany in 1982, states that given d+1 sets of points S_1,...,S_{d+1} in R^d, such that each S_i contains 0 in its convex hull, there exists a set subset T in the union of the S_i containing 0 in its convex hull and such that T intersects each S_i at most once. An intriguing question - still open - is whether such a set T, whose existence is ensured, can be found in polynomial time. In 1997, Barany and Onn defined colorful linear programming as algorithmic questions related to the colorful Carathéodory theorem. The question we just mentioned comes under colorful linear programming, and there are also other problems. We present new complexity results for colorful linear programming problems and propose a variant of the "Barany-Onn" algorithm, which is an algorithm computing a set T whose existence is ensured by the colorful Carathéodory theorem. Our algorithm makes a clear connection with the simplex algorithm. Some combinatorial applications of the colorful Carathéodory theorem are also discussed from an algorithmic point of view. Finally, we show that computing a Nash equilibrium in a bimatrix game is polynomially reducible to a colorful linear programming problem. On our track, we found a new way to prove that a complementarity problem belongs to the PPAD class with the help of Sperner's lemma

COMPUTING AND PROVING WITH PIVOTS

A simple idea used in many combinatorial algorithms is the idea of pivoting. Originally, it comes from the method proposed by Gauss in the 19th century for solving systems of linear equations. This method had been extended in 1947 by Dantzig for the famous simplex algorithm used for solving linear programs. From since, a pivoting algorithm is a method exploring subsets of a ground set and going from one subset σ to a new one σ′ by deleting an element inside σ and adding an element outside σ: σ ′ = σ \ {v} ∪ {u}, with v ∈ σ and u / ∈ σ. This simple principle combined with other ideas appears to be quite powerful for many problems. This present paper is a survey on algorithms in operations research and discrete mathe-matics using pivots. We give also examples where this principle allows not only to compute but also to prove some theorems in a constructive way. A formalisation is described, mainly based on ideas by Michael J. Todd