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North-Holland

SHORT COMMUNICATION

Nimrod MEGIDDO

The IBM Almaden Research Center, 650 Harry Road, San Jose, C A 95120-6099, and

Department of Statistics, Tel Aviv University, Tel Aviv, Israel

Revised manuscript received 10 February 1986

We show that the problem of exiting a degenerate vertex is as hard as the general linear

programming problem. More precisely, every linear programming problem can easily be reduced

to one where the second best vertex (which is highly degenerate) is already given. So, to solve

the latter, it is sufficient to exit that vertex in a direction that improves the objective function value.

1. Introduction

worst-case complexity of the randomized simplex algorithm. It is well known that

every linear programming problem can be perturbed into a non-degenerate problem

[3, 41. However, it is interesting to know how hard the problem is of "exiting" a

degenerate vertex in a direction that improves the objective function value. To

formulate the question more precisely, consider the following definition.

Definition 1.1. The following problem will be called the degeneracyproblem. A linear

programming problem is given in the form

minimize cTx

subject to Ax 3 b

solution (possibly a vertex) u E R" such that A u = b. Decide whether u is an optimal

solution; if u is not optimal, then provide a feasible direction of improvement, that

is, a vector w such that cTw < O and A w 2 0.

lem. Thus, it is in the class P. Moreover, there are standard techniques for dealing

with degeneracy [3,4] and finite pivoting rules were developed by Bland [2]. We

are interested here in the question whether the degeneracy problem is easier than

365

366 N. Megiddo / Degeneracy in linear programming

the general linear programming problem. The question is of interest in the context

of the uniform cost model. It is not known whether the linear programming problem

can be solved in strongly polynomial time, that is, in a polynomial number p(m, n )

of arithmetic operations. The result proved below implies that if the degeneracy

problem is solvable in strongly polynomial time, then so is the general linear

programming problem.

2. The result

the form

minimize cTx

subject to Ax 2 b

and assume A is of full rank. Without loss of generality let us assume that P has

an optimal solution, and furthermore, assume that the optimal value of the objective

function is equal to zero. A justification for this assumption can be found in [ 5 ] .

Moreover, assume that P has a unique optimal basic solution, that is, a unique

(nonsingular) submatrix B E R n x nof A such that B-'b, (where b, is the restriction

of b to the coordinates corresponding to B) is an optimal solution. This assumption

can be justified by small perturbations.

Since the coefficients are rational, we can easily derive a lower bound 6 > 0 on

the value of the objective function at any nonoptimal basic feasible solution. Such

a 6 depends on m, n and the largest integer occurring as a numerator or denominator

in any coefficient. A suitable 6 can easily be found in a linear number of arithmetic

operations, and its size (that is, the length of its binary encoding) is bounded by a

polynomial in the size of the problem. Now, let v E R n be any vector such that

cTu = 6. Since by our assumptions c # 0,we may simply choose v so that vj = 6/cj

for some j such that c, # 0, and vi = 0 for i # j. Now, consider the following linear

programming problem P* in n + 1 variables:

minimize cTx

subject to Ax + (b - Av)xn+,3 b,

OGX,,+~G

1.

Obviously, (v, 1) is a degenerate solution.

Proposition 2.1. The feasible region of P* has no vertices with 0 < xn+,< 1.

Proof. Suppose (x, xn+,)is any feasible solution of P* with 0 < xn+,< 1 and consider

the straight line determined by (x, x,,,) and ( v , 1). For any t 2 0,A[tx + (1 - t)e] +

+

(b - Av)[tx,+, (1 - t ) l ] 2 b. Thus, for any t 2 0 such that tx,,, + 1 - t 2 0, the point

t(x, x,+,)+(l- t)(v, 1) is feasible in P*. This range of values of t is equal to the

N. Megiddo / Degeneracy in linear programming 367

( x , x,,,) is not a vertex.

It can similarly be shown that the feasible region has no vertex of the form ( x , 1 )

where x # v.

Proposition 2.2. If ( x , x,,,) is feasible in P* and 0 < x,,, < 1 then cTx > 0 .

1 / ( 1 - x,,,) and consider the point ( y , y,,,) = t ( x , x,,,) + ( 1 - t ) ( v , 1 ) . It follows that

y,,, = 0 , Ay 2 b and cTy < 0 , which contradicts our assumption that the optimal

value of P is zero.

Proof. The existence of such a point implies the existence of feasible points ( y , 1 )

with any negative value for cTy. This contradicts Proposition 2.2.

such that for sufficiently small E > 0 , ( v , 1 ) + ~ ( ww,,,)

, is feasible and cTw < O . It

follows from the previous propositions that such a vector (w, w,,,) would lead us

to a point y which is feasible in P and 0 s cTy < 6. Once at y, finding an optimal

solution to P is straightforward. This establishes the equivalence of the two problems

from the worst-case viewpoint in the sense that one is solvable in strongly polynomial

time or randomized strongly polynomial time if and only if the other is also. It is

still an open problem to study the role of degeneracy in the 'average case' perform-

ance of algorithms for linear programming.

References

[ I ] M.L. Balinski, Th.M. Liebling and A.-E. Nobs, "On the average length of lexicographic paths,"

Mathematical Programming (to appear).

[2] R.G. Bland, "New finite pivoting rules," Mathematics of Operations Research 2 (1977) 103-107.

[3] V. Chvatal, Linear programming (W.H. Freeman and Co., New York/San Francisco, 1983).

[4] G.B. Dantzig, Linear programming and extensions (Princeton University Press, Princeton, NJ 1963).

[ S ] N. Karmarkar, "A new polynomial-time algorithm for linear programming," Combinatorica 4 (1984)

373-395.

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