Practical Performance of Random Projections in Linear Programming

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Abstract

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.

Original languageEnglish
Title of host publication20th International Symposium on Experimental Algorithms, SEA 2022
EditorsChristian Schulz, Bora Ucar
PublisherSchloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing
ISBN (Electronic)9783959772518
DOIs
Publication statusPublished - 1 Jul 2022
Event20th International Symposium on Experimental Algorithms, SEA 2022 - Heidelberg, Germany
Duration: 25 Jul 202227 Jul 2022

Publication series

NameLeibniz International Proceedings in Informatics, LIPIcs
Volume233
ISSN (Print)1868-8969

Conference

Conference20th International Symposium on Experimental Algorithms, SEA 2022
Country/TerritoryGermany
CityHeidelberg
Period25/07/2227/07/22

Keywords

  • Computational testing
  • Johnson-Lindenstrauss Lemma
  • Linear Programming

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