TY - GEN
T1 - Practical Performance of Random Projections in Linear Programming
AU - Liberti, Leo
AU - Manca, Benedetto
AU - Poirion, Pierre Louis
N1 - Publisher Copyright:
© Leo Liberti, Benedetto Manca, and Pierre-Louis Poirion
PY - 2022/7/1
Y1 - 2022/7/1
N2 - The use of random projections in mathematical programming allows standard solution algorithms to solve instances of much larger sizes, at least approximately. Approximation results have been derived in the relevant literature for many specific problems, as well as for several mathematical programming subclasses. Despite the theoretical developments, it is not always clear that random projections are actually useful in solving mathematical programs in practice. In this paper we provide a computational assessment of the application of random projections to linear programming.
AB - The use of random projections in mathematical programming allows standard solution algorithms to solve instances of much larger sizes, at least approximately. Approximation results have been derived in the relevant literature for many specific problems, as well as for several mathematical programming subclasses. Despite the theoretical developments, it is not always clear that random projections are actually useful in solving mathematical programs in practice. In this paper we provide a computational assessment of the application of random projections to linear programming.
KW - Computational testing
KW - Johnson-Lindenstrauss Lemma
KW - Linear Programming
UR - https://www.scopus.com/pages/publications/85130359874
U2 - 10.4230/LIPIcs.SEA.2022.21
DO - 10.4230/LIPIcs.SEA.2022.21
M3 - Conference contribution
AN - SCOPUS:85130359874
T3 - Leibniz International Proceedings in Informatics, LIPIcs
BT - 20th International Symposium on Experimental Algorithms, SEA 2022
A2 - Schulz, Christian
A2 - Ucar, Bora
PB - Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing
T2 - 20th International Symposium on Experimental Algorithms, SEA 2022
Y2 - 25 July 2022 through 27 July 2022
ER -