A general algorithm for determining all essential solutions and inequalities for any convex polyhedron

A general algorithm for determining all essential solutions and inequalities for any convex polyhedron

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Article ID: iaor1995740
Country: Switzerland
Volume: 50
Issue: 1
Start Page Number: 187
End Page Number: 218
Publication Date: Sep 1994
Journal: Annals of Operations Research
Authors:
Abstract:

This paper describes a general non-simplex type algorithm for determining all essential solutions and inequalities for any convex polyhedron defined either in a tangential or in a barycentric form. This algorithm is based on Motzkin’s original Double Description Method, with some additional redundancy criteria in order to eliminate all the extraneous solutions and inequalities. These criteria are compared with other redundancy criteria published in the literature. Also, some simple examples and counter-examples highlighting their scope of validity are exhibited. The theoretical validity of the entire algorithm is proved in a straightforward way using Uzawa’s algorithm. As a consequence, a construction proof for the existence of an essential double description for any convex polyhedron is obtained. Finally, some classical feasibility conditions for general linear inequality systems are recovered.

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