Dantzig's pivoting rule for shortest paths, deterministic MDPs, and minimum cost to time ratio cycles

Thomas Dueholm Hansen, Haim Kaplan, Uri Zwick

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Dantzig's pivoting rule is one of the most studied pivoting rules for the simplex algorithm. While the simplex algorithm with Dantzig's rule may require an exponential number of pivoting steps on general linear programs, and even on min cost flow problems, Orlin showed that O(mn2 log n) Dantzig's pivoting steps suffice to solve shortest paths problems, where n and m are the number of vertices and edges, respectively, in the graph. Post and Ye recently showed that the simplex algorithm with Dantzig's rule requires only O(m 2n3 log2 n) pivoting steps to solve deterministic MDPs with the same discount factor for each edge, and only O(m3n5 log2 n) pivoting steps to solve deterministic MDPs with possibly a distinct discount factor for each edge. We improve Orlin's bound for shortest paths and Post and Ye's bound for deterministic MDPs with the same discount factor by a factor of n to O(mn log n). and O(m2n2 log2 n), respectively. We also improve by a factor of n the bound for deterministic MDPs with varying discounts when all discount factors are sufficiently close to 1. These bounds follow from a new proof technique showing that after a certain number of steps, either many edges are excluded from participating in further policies, or there is a large decrease in the value. We also obtain an Ω(n2) lower bound on the number of Dantzig's pivoting steps required to solve shortest paths problems, even when m = Θ(n). Finally, we describe a reduction from the problem of finding a minimum cost to time ratio cycle to the problem of finding an optimal policy for a discounted deterministic MDP with varying discount factors that tend to 1. This gives a strongly polynomial time algorithm for the problem that does not use Megiddo's parametric search technique.

Original languageEnglish
Title of host publicationProceedings of the 25th Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2014
PublisherAssociation for Computing Machinery
Pages847-860
Number of pages14
ISBN (Print)9781611973389
DOIs
StatePublished - 2014
Event25th Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2014 - Portland, OR, United States
Duration: 5 Jan 20147 Jan 2014

Publication series

NameProceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms

Conference

Conference25th Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2014
Country/TerritoryUnited States
CityPortland, OR
Period5/01/147/01/14

Funding

FundersFunder number
Bloom's Syndrome Foundation2012338

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