Some new results regarding spikes and a heuristic for spike construction

Some new results regarding spikes and a heuristic for spike construction

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Article ID: iaor19942363
Country: Netherlands
Volume: 61
Issue: 2
Start Page Number: 171
End Page Number: 195
Publication Date: Sep 1993
Journal: Mathematical Programming (Series A)
Authors:
Keywords: heuristics
Abstract:

This paper addresses the problem of minimizing the number of columns with superdiagonal nonzeroes (viz., spiked columns) in a square, nonsingular linear system of equations which is to be solved by Gaussian elimination. The exact focus is on a class of min-spike heuristics in which the rows and columns of the coefficient matrix are first permuted to block lower-triangular form. Subsequently, the number of spiked columns in each irreducible block and their heights above the diagonal are minimized heuristically. It is shown that if every column in an irreducible block has exactly two nonzeroes, i.e., is a doubleton, then there is exactly one spiked column. Further, if there is at least one non-doubleton column, there is always an optimal permutation of rows and columns under which none of the doubleton columns are spiked. An analysis of a few benchmark linear programs suggests that singleton and doubleton columns can abound in practice. Hence, it appears that the results of this paper can be practically useful. In the rest of the paper, a polynomial-time min-spike heuristic is developed, based on the above results and on a graph-theoretic interpretation of doubleton columns.

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