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A simple polynomial-time rescaling algorithm for solving linear programs Export

Mathematical Programming, Vol. 114, No. 1. (19 July 2008), pp. 101-114.

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algorithm optimization

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Abstract  The perceptron algorithm, developed mainly in the machine learning literature, is a simple greedy method for finding a feasible solution to a linear program (alternatively, for learning a threshold function). In spite of its exponential worst-case complexity, it is often quite useful, in part due to its noise-tolerance and also its overall simplicity. In this paper, we show that a randomized version of the perceptron algorithm along with periodic rescaling runs in polynomial-time. The resulting algorithm for linear programming has an elementary description and analysis.


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