Computational and Geometric Aspects of Linear Optimization

Abstract

<p>This thesis deals with combinatorial and geometric aspects of linear optimization, and consists of two parts.</p> <p>In the first part, we address a conjecture formulated in 2008 and stating that the largest possible average diameter of a bounded cell of a simple hyperplane arrangement of n hyperplanes in dimension d is not greater than the dimension d. The average diameter is the sum of the diameters of each bounded cell divided by the total number of bounded cells, and then we consider the largest possible average diameter over all simple hyperplane arrangements. This quantity can be considered as an indication of the average complexity of simplex methods for linear optimization. Previous results in dimensions 2 and 3 suggested that a specific type of extensions, namely the covering extensions, of the cyclic arrangement might achieve the largest average diameter. We introduce a method for enumerating the covering extensions of an arrangement, and show that covering extensions of the cyclic arrangement are not always among the ones achieving the largest diameter.</p> <p>The software tool we have developed for oriented matroids computation is used to exhibit a counterexample to the hypothesized minimum number of external facets of a simple arrangement of n hyperplanes in dimension d; i.e. facets belonging to exactly one bounded cell of a simple arrangement. We determine the largest possible average diameter, and verify the conjectured upper bound, in dimensions 3 and 4 for arrangements defined by no more than 8 hyperplanes via the associated uniform oriented matroids formulation. In addition, these new results substantiate the hypothesis that the largest average diameter is achieved by an arrangement minimizing the number of external facets.</p> <p>The second part focuses on the colourful simplicial depth, i.e. the number of colourful simplices in a colourful point configuration. This question is closely related to the colourful linear programming problem. We show that any point in the convex hull of each of (d+1) sets of (d+1) points in general position in R^d is contained in at least (d+1)²/2 simplices with one vertex from each set. This improves the previously established lower bounds for d>=4 due to Barany in 1982, Deza et al in 2006, Barany and Matousek in 2007, and Stephen and Thomas in 2008.</p> <p>We also introduce the notion of octahedral system as a combinatorial generalization of the set of colourful simplices. Configurations of low colourful simplicial depth correspond to systems with small cardinalities. This construction is used to find lower bounds computationally for the minimum colourful simplicial depth of a configuration, and, for a relaxed version of the colourful depth, to provide a simple proof of minimality.</p>