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Using Nemirovski's Mirror-Prox method as Basic Procedure in Chubanov's method for solving homogeneous feasibility problems

Wei Zhang (lindelfeel***at***gmail.com)
Kees Roos (c.roos***at***tudelft.nl)

Abstract: We introduce a new variant of Chubanovís method for solving linear homogeneous systems with positive variables. We propose a new Basic Procedure which is based on Nemirovskiís Mirror-Prox method. Our Modified Main Algorithm is in essence the same as Chubanovís Main Algorithm, except that it uses the new Basic Procedure as a subroutine. The new method has $O(n^{4.5}L)$ time complexity. Some computational results are presented in comparison with Gurobi.

Keywords: linear homogeneous systems, algorithm, polynomial-time

Category 1: Applications -- OR and Management Sciences

Category 2: Linear, Cone and Semidefinite Programming (Linear Programming )

Citation: Nat. Univ. Singapore/ TU Delft April 2018

Download: [PDF]

Entry Submitted: 04/03/2018
Entry Accepted: 04/03/2018
Entry Last Modified: 02/21/2019

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