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Finding exact corner solutions to linear programming using interior point methods
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exactlinearcornerpointprogrammingmethodssolutionsusingfindinginterior
Problem
The simplex algorithm walks greedily on the corners of a polytope to find the optimal solution to the linear programming problem. As a result, the answer is always a corner of the polytope. Interior point methods walk the inside of the polytope. As a result, when a whole plane of the polytope is optimal (if the objective function is exactly parallel to the plane), we can get a solution in the middle of this plane.
Suppose that we want to find a corner of the polytope instead. For example if we want to do maximum matching by reducing it to linear programming, we don't want to get an answer consisting of "the matching contains 0.34% of the edge XY and 0.89% of the edge AB and ...". We want to get an answer with 0's and 1's (which simplex would give us since all corners consist of 0's and 1's). Is there a way to do this with an interior point method that guarantees to find exact corner solutions in polynomial time? (for example perhaps we can modify the objective function to favor corners)
Suppose that we want to find a corner of the polytope instead. For example if we want to do maximum matching by reducing it to linear programming, we don't want to get an answer consisting of "the matching contains 0.34% of the edge XY and 0.89% of the edge AB and ...". We want to get an answer with 0's and 1's (which simplex would give us since all corners consist of 0's and 1's). Is there a way to do this with an interior point method that guarantees to find exact corner solutions in polynomial time? (for example perhaps we can modify the objective function to favor corners)
Solution
You might want to read the paper:
Sanjay Mehrotra, On finding a vertex solution using interior point methods, Linear Algebra and its Applications, Volume 152, 1 July 1991, Pages 233-253, ISSN 0024-3795, 10.1016/0024-3795(91)90277-4. sciencedirect article link
Sanjay Mehrotra, On finding a vertex solution using interior point methods, Linear Algebra and its Applications, Volume 152, 1 July 1991, Pages 233-253, ISSN 0024-3795, 10.1016/0024-3795(91)90277-4. sciencedirect article link
Context
StackExchange Computer Science Q#706, answer score: 6
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