Random walks, totally unimodular matrices, and a randomised dual simplex algorithm

Random walks, totally unimodular matrices, and a randomised dual simplex algorithm

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Article ID: iaor19961411
Country: Netherlands
Volume: 64
Issue: 1
Start Page Number: 1
End Page Number: 16
Publication Date: Mar 1994
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: programming: linear, statistics: distributions
Abstract:

The authors discuss the application of random walks to generating a random basis of a totally unimodular matrix and to solving a linear program with such a constraint matrix. They also derive polynomial upper bounds on the combinatorial diameter of an associated polyhedron.

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