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The Colourful Feasibility Problem

Antoine Deza·Sui Huang·Tamon Stephen·Tamás Terlaky
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Abstract

We study a colourful generalization of the linear programming feasibility problem, comparing the algorithms introduced by Barany and Onn with new methods. We perform benchmarking on generic and ill-conditioned problems, as well as as recently introduced highly structured problems. We show that some algorithms can lead to cycling or slow convergence, but we provide extensive numerical experiments which show that others perform much better than predicted by complexity arguments. We conclude that the most efficient method for all but the most ill-conditioned problems is a proposed multi-update algorithm.

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Antoine Deza, Sui Huang, Tamon Stephen, Tamás Terlaky. 2005-11-30. The Colourful Feasibility Problem. https://arxiv.org/abs/math/0511749

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