Linear programs and convex hulls over fields of puiseux fractions

We describe the implementation of a subfield of the field of formal Puiseux series in polymake. This is employed for solving linear programs and computing convex hulls depending on a real parameter. Moreover, this approach is also useful for computations in tropical geometry

A formally verified abstract account of Gödel's incompleteness theorems

We present an abstract development of Gödel’s incompleteness theorems, performed with the help of the Isabelle/HOL theorem prover. We analyze sufficient conditions for the theorems’ applicability to a partially specified logic. In addition to the usual benefits of generality, our abstract perspective enables a comparison between alternative approaches from the literature. These include Rosser’s variation of the first theorem, Jeroslow’s variation of the second theorem, and the S ́wierczkowski–Paulson semantics-based approach. As part of our framework’s validation, we upgrade Paulson’s Isabelle proof to produce a mech- anization of the second theorem that does not assume soundness in the standard model, and in fact does not rely on any notion of model or semantic interpretation

A principled approach to mixed integer/linear problem formulation

We view mixed integer/linear problem formulation as a process of identifying disjunctive and knapsack constraints in a problem and converting them to mixed integer form. We show through a series of examples that following this process can yield mixed integer models that automatically incorporate some of the modeling devices that have been discovered over the years for making the formulation tighter. In one case it substantially improves on the generally accepted model. We provide a theoretical basis for the process by generalizing Jeroslow’s mixed integer representability theorem.

Gainfree Leontief Substitution Flow Problems

Leontief substitution systems have been studied by economists and operations researchers for many rears. We show how such linear systems are naturally viewed as Leontief substitution flow problems on directed hypergraphs, and that important solution properties follow from structural characteristics of the hypergraphs. We give a strongly polynomial, non-simplex algorithm for Leontief substitution flow problems that satisfy a gainfree property leading to acyclic extreme solutions. Integrality conditions follow easily from this algorithm. Another structural property, support disjoint reachability, leads to necessary and sufficient conditions for extreme solutions to be binary. In a survey of applications, we show how the Leontief flow paradigm links polyhedral combinatorics, expert systems, mixed integer model formulation, and some problems in graph optimization

Combining equity and utilitarianism in a mathematical programming model

We discuss the problem of combining the conflicting objectives of equity and utilitarianism, for social policy making, in a single mathematical programming model. The definition of equity we use is the Rawlsian one of maximizing the minimum utility over individuals or classes of individuals. However, when the disparity of utility becomes too great, the objective becomes progressively utilitarian. Such a model is particularly applicable not only to health provision but to other areas as well. Building a mixed-integer/linear programming (MILP) formulation of the problem raises technical issues, because the objective function is nonconvex and the hypograph is not MILP representable in its initial form. We present a succinct formulation and show that it is “sharp” in the sense that its linear programming relaxation describes the convex hull of the feasible set (before extra resource allocation or policy constraints are added). We apply the formulation to a healthcare planning problem and show that instances of realistic size are easily solved by standard MILP software

On Friedmann's Subexponential Lower Bound for Zadeh's Pivot Rule

The question whether the Simplex method admits a polynomial time pivot rule remains one of the most important open questions in discrete optimization. Zadeh's pivot rule had long been a promising candidate, before Friedmann (IPCO, 2011) presented a subexponential instance, based on a close relation to policy iteration algorithms for Markov decision processes (MDPs). We investigate Friedmann's lower bound example and exhibit three flaws in the corresponding MDP: We show that (a) the initial policy for the policy iteration does not produce the required occurrence records and improving switches, (b) the specification of occurrence records is not entirely accurate, and (c) the sequence of improving switches used by Friedmann does not consistently follow Zadeh's pivot rule. In this paper, we resolve each of these issues by adapting Friedmann's construction. While the first two issues require only minor changes to the specifications of the initial policy and the occurrence records, the third issue requires a significantly more sophisticated ordering and associated tie-breaking rule that are in accordance with the Least-Entered pivot rule. Most importantly, our changes do not affect the macroscopic structure of Friedmann's MDP, and thus we are able to retain his original result

On Friedmann's subexponential lower bound for Zadeh's pivot rule

The question whether the Simplex method admits a polynomial time pivot rule remains one of the most important open questions in discrete optimization. Zadeh's pivot rule had long been a promising candidate, before Friedmann (IPCO, 2011) presented a subexponential instance, based on a close relation to policy iteration algorithms for Markov decision processes (MDPs). We investigate Friedmann's lower bound example and exhibit three flaws in the corresponding MDP: We show that (a) the initial policy for the policy iteration does not produce the required occurrence records and improving switches, (b) the specification of occurrence records is not entirely accurate, and (c) the sequence of improving switches used by Friedmann does not consistently follow Zadeh's pivot rule. In this paper, we resolve each of these issues by adapting Friedmann's construction. While the first two issues require only minor changes to the specifications of the initial policy and the occurrence records, the third issue requires a significantly more sophisticated ordering and associated tie-breaking rule that are in accordance with the Least-Entered pivot rule. Most importantly, our changes do not affect the macroscopic structure of Friedmann's MDP, and thus we are able to retain his original result