The Colourful Feasibility Problem

Details The Colourful Feasibility Problem The Colourful Feasibility Problem

2005-11-30

arxiv.org/abs/math/0511749v1

Mathematics

Combinatorics

19 pages, 7 figures

Scientific paper

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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