Scientific Program

Semi-plenary Lecture

Program -> Plenary and Semi-Plenary -> Tue.9:00.H 0105 title only | abstract | bio sketch

Tuesday, 9:00 - 9:50 h, H 0105


Yinyu Ye
Tseng Memorial Lecture - Recent Progresses in Linear Programming and the Simplex Method


Chair: Sven Leyffer


Abstract:
We prove that the classic policy-iteration method (Howard 1960), including the Simplex method (Dantzig 1947) with the most-negative-reduced-cost pivoting rule, is a strongly polynomial-time algorithm for solving the Markov decision process (MDP) with a constant discount factor. Furthermore, the computational complexity of the policy-iteration method (including the Simplex method) is superior to that of the only known strongly polynomial-time interior-point algorithm for solving this problem, which seems consistent with practical observation. The result is surprising since the Simplex method with the same pivoting rule was shown to be exponential for solving a general linear programming (LP) problem, the Simplex method with the smallest-index pivoting rule was shown to be exponential for solving an MDP regardless of discount rates, and the policy-iteration method was recently shown to be exponential for solving a undiscounted MDP. We also describe most recent progresses in this research direction.the Tseng Memorial Lectureship. The prize was established in 2011 and will be awarded for the first time during the opening ceremony of ISMP 2012.

 

 

Program -> Plenary and Semi-Plenary -> Tue.9:00.H 0105 title only | abstract | bio sketch

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