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Optimization by Direct Search: New Perspectives on Some Classical and Modern Methods
 SIAM REVIEW VOL. 45, NO. 3, PP. 385–482
, 2003
"... Direct search methods are best known as unconstrained optimization techniques that do not explicitly use derivatives. Direct search methods were formally proposed and widely applied in the 1960s but fell out of favor with the mathematical optimization community by the early 1970s because they lacked ..."
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Cited by 237 (15 self)
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Direct search methods are best known as unconstrained optimization techniques that do not explicitly use derivatives. Direct search methods were formally proposed and widely applied in the 1960s but fell out of favor with the mathematical optimization community by the early 1970s because they lacked coherent mathematical analysis. Nonetheless, users remained loyal to these methods, most of which were easy to program, some of which were reliable. In the past fifteen years, these methods have seen a revival due, in part, to the appearance of mathematical analysis, as well as to interest in parallel and distributed computing. This review begins by briefly summarizing the history of direct search methods and considering the special properties of problems for which they are well suited. Our focus then turns to a broad class of methods for which we provide a unifying framework that lends itself to a variety of convergence results. The underlying principles allow generalization to handle bound constraints and linear constraints. We also discuss extensions to problems with nonlinear constraints.
Reverse Search for Enumeration
 Discrete Applied Mathematics
, 1993
"... The reverse search technique has been recently introduced by the authors for efficient enumeration of vertices of polyhedra and arrangements. In this paper, we develop this idea in a general framework and show its broader applications to various problems in operations research, combinatorics, and ..."
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Cited by 205 (26 self)
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The reverse search technique has been recently introduced by the authors for efficient enumeration of vertices of polyhedra and arrangements. In this paper, we develop this idea in a general framework and show its broader applications to various problems in operations research, combinatorics, and geometry. In particular, we propose new algorithms for listing (i) all triangulations of a set of n points in the plane, (ii) all cells in a hyperplane arrangement in R d , (iii) all spanning trees of a graph, (iv) all Euclidean (noncrossing) trees spanning a set of n points in the plane, (v) all connected induced subgraphs of a graph, and (vi) all topological orderings of an acyclic graph. Finally we propose a new algorithm for the 01 integer programming problem which can be considered as an alternative to the branchandbound algorithm. 1 Introduction The listing of all objects that satisfy a specified property is a fundamental problem in combinatorics, computational geometr...
polymake: a Framework for Analyzing Convex Polytopes
, 1999
"... polymake is a software tool designed for the algorithmic treatment of polytopes and polyhedra. We give an overview of the functionality as well as of the structure. This paper can be seen as a first approximation to a polymake handbook. The tutorial starts with the very basics and ends up with a few ..."
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Cited by 168 (21 self)
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polymake is a software tool designed for the algorithmic treatment of polytopes and polyhedra. We give an overview of the functionality as well as of the structure. This paper can be seen as a first approximation to a polymake handbook. The tutorial starts with the very basics and ends up with a few polymake applications to research problems. Then we present the main features of the system including the interfaces to other software products. polymake is free software; it is available on the Internet at http://www.math.tuberlin.de/diskregeom/polymake/.
How good are convex hull algorithms?
, 1996
"... A convex polytope P can be speci ed in two ways: as the convex hull of the vertex set V of P, or as the intersection of the set H of its facetinducing halfspaces. The vertex enumeration problem is to compute V from H. The facet enumeration problem it to compute H from V. These two problems are esse ..."
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Cited by 111 (9 self)
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A convex polytope P can be speci ed in two ways: as the convex hull of the vertex set V of P, or as the intersection of the set H of its facetinducing halfspaces. The vertex enumeration problem is to compute V from H. The facet enumeration problem it to compute H from V. These two problems are essentially equivalent under point/hyperplane duality. They are among the central computational problems in the theory of polytopes. It is open whether they can be solved in time polynomial in jHj + jVj. In this paper we consider the main known classes of algorithms for solving these problems. We argue that they all have at least one of two weaknesses: inability todealwell with "degeneracies," or, inability tocontrol the sizes of intermediate results. We then introduce families of polytopes that exercise those weaknesses. Roughly speaking, fatlattice or intricate polytopes cause algorithms with bad degeneracy handling to perform badly; dwarfed polytopes cause algorithms with bad intermediate size control to perform badly. We also present computational experience with trying to solve these problem on these hard polytopes, using various implementations of the main algorithms.
Double Description Method Revisited
, 1996
"... . The double description method is a simple and useful algorithm for enumerating all extreme rays of a general polyhedral cone in IR d , despite the fact that we can hardly state any interesting theorems on its time and space complexities. In this paper, we reinvestigate this method, introduce som ..."
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Cited by 109 (2 self)
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. The double description method is a simple and useful algorithm for enumerating all extreme rays of a general polyhedral cone in IR d , despite the fact that we can hardly state any interesting theorems on its time and space complexities. In this paper, we reinvestigate this method, introduce some new ideas for efficient implementations, and show some empirical results indicating its practicality in solving highly degenerate problems. 1 Introduction A pair (A; R) of real matrices A and R is said to be a double description pair or simply a DD pair if the relationship Ax 0 if and only if x = R for some 0 holds. Clearly, for a pair (A; R) to be a DD pair, it is necessary that the column size of A is equal to the row size of R, say d. The term "double description" was introduced by Motzkin et al. [MRTT53], and it is quite natural in the sense that such a pair contains two different descriptions of the same object. Namely, the set P (A) represented by A as P (A) = fx 2 IR d : Ax...
Arrangements and Their Applications
 Handbook of Computational Geometry
, 1998
"... The arrangement of a finite collection of geometric objects is the decomposition of the space into connected cells induced by them. We survey combinatorial and algorithmic properties of arrangements of arcs in the plane and of surface patches in higher dimensions. We present many applications of arr ..."
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Cited by 81 (17 self)
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The arrangement of a finite collection of geometric objects is the decomposition of the space into connected cells induced by them. We survey combinatorial and algorithmic properties of arrangements of arcs in the plane and of surface patches in higher dimensions. We present many applications of arrangements to problems in motion planning, visualization, range searching, molecular modeling, and geometric optimization. Some results involving planar arrangements of arcs have been presented in a companion chapter in this book, and are extended in this chapter to higher dimensions. Work by P.A. was supported by Army Research Office MURI grant DAAH049610013, by a Sloan fellowship, by an NYI award, and by a grant from the U.S.Israeli Binational Science Foundation. Work by M.S. was supported by NSF Grants CCR9122103 and CCR9311127, by a MaxPlanck Research Award, and by grants from the U.S.Israeli Binational Science Foundation, the Israel Science Fund administered by the Israeli Ac...
Pattern Search Methods for Linearly Constrained Minimization
, 2000
"... We extend pattern search methods to linearly constrained minimization. We develop a general class of feasible point pattern search algorithms and prove global convergence to a Karush–Kuhn–Tucker point. As in the case of unconstrained minimization, pattern search methods for linearly constrained pr ..."
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Cited by 75 (6 self)
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We extend pattern search methods to linearly constrained minimization. We develop a general class of feasible point pattern search algorithms and prove global convergence to a Karush–Kuhn–Tucker point. As in the case of unconstrained minimization, pattern search methods for linearly constrained problems accomplish this without explicit recourse to the gradient or the directional derivative of the objective. Key to the analysis of the algorithms is the way in which the local search patterns conform to the geometry of the boundary of the feasible region.
lrs: A Revised Implementation of the Reverse Search Vertex Enumeration Algorithm
 POLYTOPES – COMBINATORICS AND COMPUTATION
, 2000
"... This paper describes an improved implementation of the reverse search vertex enumeration/convex hull algorithm for ddimensional convex polyhedra. The implementation uses a lexicographic ratio test to resolve degeneracy, works on bounded or unbounded polyhedra and uses exact arithmetic with all int ..."
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Cited by 72 (4 self)
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This paper describes an improved implementation of the reverse search vertex enumeration/convex hull algorithm for ddimensional convex polyhedra. The implementation uses a lexicographic ratio test to resolve degeneracy, works on bounded or unbounded polyhedra and uses exact arithmetic with all integer pivoting. It can also be used to compute the volume of the convex hull of a set of points. For a polyhedron with m inequalities in d variables and known extreme point, it finds all bases in time O(md2) per basis. This implementation can handle problems of quite large size, especially for simple polyhedra (where each basis corresponds to a vertex and the complexity reduces to O(md) per vertex). Computational experience is included in the paper, including a comparison with an earlier implementation.
Competitive Online Routing in Geometric Graphs
"... We consider online routing algorithms for finding paths between the vertices of plane graphs. We show there exists a simple online O(1)memory ccompetitive routing strategy that approximates the shortest path in triangulations possessing the diamond property, i.e. the path found is at most a consta ..."
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Cited by 48 (6 self)
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We consider online routing algorithms for finding paths between the vertices of plane graphs. We show there exists a simple online O(1)memory ccompetitive routing strategy that approximates the shortest path in triangulations possessing the diamond property, i.e. the path found is at most a constant c times the total distance travelled by the algorithm. Our results imply a competitive routing strategy for certain classical triangulations such as the Delaunay, greedy, or minimumweight triangulation, since they all possess the diamond property.