Top Banner
The Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley joint work with Jes´ us De Loera and Bernd Sturmfels Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming
59

The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Jan 02, 2020

Download

Documents

dariahiddleston
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Curve in Linear Programming

Cynthia Vinzant, UC Berkeley

joint work with Jesus De Loera and Bernd Sturmfels

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 2: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

Linear Program: Maximizex∈Rn c · x s.t. A · x = b and x ≥ 0.

Replace by : Maximizex∈Rn fλ(x) s.t. A · x = b,

where λ ∈ R+ and fλ(x) := c · x + λ∑n

i=1 log(xi ).

The maximum of the function fλ is attained by a unique pointx∗(λ) in the the open polytope {x ∈ (R>0)n : A · x = b}.

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 3: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

Linear Program: Maximizex∈Rn c · x s.t. A · x = b and x ≥ 0.

Replace by : Maximizex∈Rn fλ(x) s.t. A · x = b,

where λ ∈ R+ and fλ(x) := c · x + λ∑n

i=1 log(xi ).

The maximum of the function fλ is attained by a unique pointx∗(λ) in the the open polytope {x ∈ (R>0)n : A · x = b}.

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 4: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

Linear Program: Maximizex∈Rn c · x s.t. A · x = b and x ≥ 0.

Replace by : Maximizex∈Rn fλ(x) s.t. A · x = b,

where λ ∈ R+ and fλ(x) := c · x + λ∑n

i=1 log(xi ).

The maximum of the function fλ is attained by a unique pointx∗(λ) in the the open polytope {x ∈ (R>0)n : A · x = b}.

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 5: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

Linear Program: Maximizex∈Rn c · x s.t. A · x = b and x ≥ 0.

Replace by : Maximizex∈Rn fλ(x) s.t. A · x = b,

where λ ∈ R+ and fλ(x) := c · x + λ∑n

i=1 log(xi ).

The maximum of the function fλ is attained by a unique pointx∗(λ) in the the open polytope {x ∈ (R>0)n : A · x = b}.

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 6: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Interior point methods = piecewise-linear approx. of this path

Bounds on curvature of the path → bounds on # Newton steps

We can use concepts from algebraic geometry and matroid theoryto bound the total curvature of the central path.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 7: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Interior point methods = piecewise-linear approx. of this path

Bounds on curvature of the path → bounds on # Newton steps

We can use concepts from algebraic geometry and matroid theoryto bound the total curvature of the central path.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 8: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Interior point methods = piecewise-linear approx. of this path

Bounds on curvature of the path → bounds on # Newton steps

We can use concepts from algebraic geometry and matroid theoryto bound the total curvature of the central path.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 9: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Path of a Linear Program

The central path is {x∗(λ) : λ > 0}.As λ→ 0 , the path leads from theanalytic center of the polytope, x∗(∞),to the optimal vertex, x∗(0).

Interior point methods = piecewise-linear approx. of this path

Bounds on curvature of the path → bounds on # Newton steps

We can use concepts from algebraic geometry and matroid theoryto bound the total curvature of the central path.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 10: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Curve

The central curve C is the Zariski closure of the central path.It contains the central paths of all polyhedra in the hyperplanearrangement {xi = 0}i=1,...,n ⊂ {A · x = b}.

−→Zariski closure

Goal: Study the nice algebraic geometry of this curveand its applications to the linear program

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 11: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

The Central Curve

The central curve C is the Zariski closure of the central path.It contains the central paths of all polyhedra in the hyperplanearrangement {xi = 0}i=1,...,n ⊂ {A · x = b}.

−→Zariski closure

Goal: Study the nice algebraic geometry of this curveand its applications to the linear program

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 12: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

History and Contributions

Motivating Question: What is the maximum total curvature of thecentral path given the size of the matrix A?

Deza-Terlaky-Zinchenko (2008) make continuous Hirsch conjectureConjecture: The total curvature of the central path is at most O(n).

Bayer-Lagarias (1989) study the central path as an algebraic object andsuggest the problem of identifying its defining equations.

Dedieu-Malajovich-Shub (2005) apply differential and algebraic geometryto bound the total curvature of the central path.

Our contribution is to use results from algebraic geometry and matroid

theory to find defining equations of the central curve and refine bounds

on its degree and total curvature.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 13: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

History and Contributions

Motivating Question: What is the maximum total curvature of thecentral path given the size of the matrix A?

Deza-Terlaky-Zinchenko (2008) make continuous Hirsch conjectureConjecture: The total curvature of the central path is at most O(n).

Bayer-Lagarias (1989) study the central path as an algebraic object andsuggest the problem of identifying its defining equations.

Dedieu-Malajovich-Shub (2005) apply differential and algebraic geometryto bound the total curvature of the central path.

Our contribution is to use results from algebraic geometry and matroid

theory to find defining equations of the central curve and refine bounds

on its degree and total curvature.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 14: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

History and Contributions

Motivating Question: What is the maximum total curvature of thecentral path given the size of the matrix A?

Deza-Terlaky-Zinchenko (2008) make continuous Hirsch conjectureConjecture: The total curvature of the central path is at most O(n).

Bayer-Lagarias (1989) study the central path as an algebraic object andsuggest the problem of identifying its defining equations.

Dedieu-Malajovich-Shub (2005) apply differential and algebraic geometryto bound the total curvature of the central path.

Our contribution is to use results from algebraic geometry and matroid

theory to find defining equations of the central curve and refine bounds

on its degree and total curvature.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 15: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

History and Contributions

Motivating Question: What is the maximum total curvature of thecentral path given the size of the matrix A?

Deza-Terlaky-Zinchenko (2008) make continuous Hirsch conjectureConjecture: The total curvature of the central path is at most O(n).

Bayer-Lagarias (1989) study the central path as an algebraic object andsuggest the problem of identifying its defining equations.

Dedieu-Malajovich-Shub (2005) apply differential and algebraic geometryto bound the total curvature of the central path.

Our contribution is to use results from algebraic geometry and matroid

theory to find defining equations of the central curve and refine bounds

on its degree and total curvature.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 16: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

History and Contributions

Motivating Question: What is the maximum total curvature of thecentral path given the size of the matrix A?

Deza-Terlaky-Zinchenko (2008) make continuous Hirsch conjectureConjecture: The total curvature of the central path is at most O(n).

Bayer-Lagarias (1989) study the central path as an algebraic object andsuggest the problem of identifying its defining equations.

Dedieu-Malajovich-Shub (2005) apply differential and algebraic geometryto bound the total curvature of the central path.

Our contribution is to use results from algebraic geometry and matroid

theory to find defining equations of the central curve and refine bounds

on its degree and total curvature.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 17: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Outline

◦ Algebraic conditions for optimality

◦ Degree of the curve (and other combinatorial data)

◦ Total curvature and the Gauss map

◦ Defining equations

◦ The primal-dual picture

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 18: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Some details

Here we assume that . . .

1) A is a d × n matrix of rank-d (possibly very special), and

2) c ∈ Rn and b ∈ Rd are generic.

(This ensures that the central curve is irreducible and nonsingular.)

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 19: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Algebraic Conditions for Optimality

. . . of the function fλ(x) = c · x + λ∑n

i=1 log |xi | in {A · x = b}:

∇fλ(x) = c + λx−1 ∈ span{rows(A)}

⇔ x−1 ∈ span{rows(A)}+ λ−1c

⇔ x−1 ∈ span{rows(A), c} =: LA,c⇔ x ∈ L−1A,c

where L−1A,c denotes the coordinate-wise reciprocal LA,c:

L−1A,c :=

{(u−11 , . . . , u−1n ) where (u1, . . . , un) ∈ LA,c

}Proposition. The central curve equals the intersection of the

central sheet L−1A,c with the affine space{A · x = b

}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 20: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Algebraic Conditions for Optimality

. . . of the function fλ(x) = c · x + λ∑n

i=1 log |xi | in {A · x = b}:

∇fλ(x) = c + λx−1 ∈ span{rows(A)}

⇔ x−1 ∈ span{rows(A)}+ λ−1c

⇔ x−1 ∈ span{rows(A), c} =: LA,c⇔ x ∈ L−1A,c

where L−1A,c denotes the coordinate-wise reciprocal LA,c:

L−1A,c :=

{(u−11 , . . . , u−1n ) where (u1, . . . , un) ∈ LA,c

}Proposition. The central curve equals the intersection of the

central sheet L−1A,c with the affine space{A · x = b

}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 21: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Algebraic Conditions for Optimality

. . . of the function fλ(x) = c · x + λ∑n

i=1 log |xi | in {A · x = b}:

∇fλ(x) = c + λx−1 ∈ span{rows(A)}

⇔ x−1 ∈ span{rows(A)}+ λ−1c

⇔ x−1 ∈ span{rows(A), c} =: LA,c⇔ x ∈ L−1A,c

where L−1A,c denotes the coordinate-wise reciprocal LA,c:

L−1A,c :=

{(u−11 , . . . , u−1n ) where (u1, . . . , un) ∈ LA,c

}Proposition. The central curve equals the intersection of the

central sheet L−1A,c with the affine space{A · x = b

}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 22: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Algebraic Conditions for Optimality

. . . of the function fλ(x) = c · x + λ∑n

i=1 log |xi | in {A · x = b}:

∇fλ(x) = c + λx−1 ∈ span{rows(A)}

⇔ x−1 ∈ span{rows(A)}+ λ−1c

⇔ x−1 ∈ span{rows(A), c}

=: LA,c⇔ x ∈ L−1A,c

where L−1A,c denotes the coordinate-wise reciprocal LA,c:

L−1A,c :=

{(u−11 , . . . , u−1n ) where (u1, . . . , un) ∈ LA,c

}Proposition. The central curve equals the intersection of the

central sheet L−1A,c with the affine space{A · x = b

}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 23: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Algebraic Conditions for Optimality

. . . of the function fλ(x) = c · x + λ∑n

i=1 log |xi | in {A · x = b}:

∇fλ(x) = c + λx−1 ∈ span{rows(A)}

⇔ x−1 ∈ span{rows(A)}+ λ−1c

⇔ x−1 ∈ span{rows(A), c} =: LA,c

⇔ x ∈ L−1A,c

where L−1A,c denotes the coordinate-wise reciprocal LA,c:

L−1A,c :=

{(u−11 , . . . , u−1n ) where (u1, . . . , un) ∈ LA,c

}Proposition. The central curve equals the intersection of the

central sheet L−1A,c with the affine space{A · x = b

}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 24: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Algebraic Conditions for Optimality

. . . of the function fλ(x) = c · x + λ∑n

i=1 log |xi | in {A · x = b}:

∇fλ(x) = c + λx−1 ∈ span{rows(A)}

⇔ x−1 ∈ span{rows(A)}+ λ−1c

⇔ x−1 ∈ span{rows(A), c} =: LA,c⇔ x ∈ L−1A,c

where L−1A,c denotes the coordinate-wise reciprocal LA,c:

L−1A,c :=

{(u−11 , . . . , u−1n ) where (u1, . . . , un) ∈ LA,c

}

Proposition. The central curve equals the intersection of thecentral sheet L−1A,c with the affine space

{A · x = b

}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 25: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Algebraic Conditions for Optimality

. . . of the function fλ(x) = c · x + λ∑n

i=1 log |xi | in {A · x = b}:

∇fλ(x) = c + λx−1 ∈ span{rows(A)}

⇔ x−1 ∈ span{rows(A)}+ λ−1c

⇔ x−1 ∈ span{rows(A), c} =: LA,c⇔ x ∈ L−1A,c

where L−1A,c denotes the coordinate-wise reciprocal LA,c:

L−1A,c :=

{(u−11 , . . . , u−1n ) where (u1, . . . , un) ∈ LA,c

}Proposition. The central curve equals the intersection of the

central sheet L−1A,c with the affine space{A · x = b

}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 26: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Level sets of the cost function

Consider intersecting thecentral curve C with thelevel set {c · x = c0}.

Observations:

1) There is exactly one point of C ∩ {c · x = c0} in each boundedregion of the induced hyperplane arrangement.

2) This number is the same for almost any choice of c0.

Claim: The points C ∩ {c · x = c0} are the analytic centers of thehyperplane arrangement {xi = 0}i∈[n] in {A · x = b, c · x = c0}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 27: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Level sets of the cost function

Consider intersecting thecentral curve C with thelevel set {c · x = c0}.

Observations:

1) There is exactly one point of C ∩ {c · x = c0} in each boundedregion of the induced hyperplane arrangement.

2) This number is the same for almost any choice of c0.

Claim: The points C ∩ {c · x = c0} are the analytic centers of thehyperplane arrangement {xi = 0}i∈[n] in {A · x = b, c · x = c0}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 28: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Level sets of the cost function

Consider intersecting thecentral curve C with thelevel set {c · x = c0}.

Observations:

1) There is exactly one point of C ∩ {c · x = c0} in each boundedregion of the induced hyperplane arrangement.

2) This number is the same for almost any choice of c0.

Claim: The points C ∩ {c · x = c0} are the analytic centers of thehyperplane arrangement {xi = 0}i∈[n] in {A · x = b, c · x = c0}.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 29: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Level sets of the cost function and analytic centers

Claim: The points C ∩ {c · x = c0} are the analytic centers of thehyperplane arrangement {xi = 0}i∈[n] in {A · x = b, c · x = c0}.

⇒ # bounded regions of induced hyperplane arrangement ≤ deg(C)

Theorem: The number of bounded regions in hyperplanearrangement induced by {c · x = c0} equals the degree of thecentral curve C. Thus, deg(C) ≤

(n−1d

), with equality for generic A.

For matroid enthusiasts,

this number is the absolute value

of the Mobius invariant of(Ac

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 30: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Level sets of the cost function and analytic centers

Claim: The points C ∩ {c · x = c0} are the analytic centers of thehyperplane arrangement {xi = 0}i∈[n] in {A · x = b, c · x = c0}.

⇒ # bounded regions of induced hyperplane arrangement ≤ deg(C)

Theorem: The number of bounded regions in hyperplanearrangement induced by {c · x = c0} equals the degree of thecentral curve C. Thus, deg(C) ≤

(n−1d

), with equality for generic A.

For matroid enthusiasts,

this number is the absolute value

of the Mobius invariant of(Ac

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 31: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Level sets of the cost function and analytic centers

Claim: The points C ∩ {c · x = c0} are the analytic centers of thehyperplane arrangement {xi = 0}i∈[n] in {A · x = b, c · x = c0}.

⇒ # bounded regions of induced hyperplane arrangement ≤ deg(C)

Theorem: The number of bounded regions in hyperplanearrangement induced by {c · x = c0} equals the degree of thecentral curve C. Thus, deg(C) ≤

(n−1d

), with equality for generic A.

For matroid enthusiasts,

this number is the absolute value

of the Mobius invariant of(Ac

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 32: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Level sets of the cost function and analytic centers

Claim: The points C ∩ {c · x = c0} are the analytic centers of thehyperplane arrangement {xi = 0}i∈[n] in {A · x = b, c · x = c0}.

⇒ # bounded regions of induced hyperplane arrangement ≤ deg(C)

Theorem: The number of bounded regions in hyperplanearrangement induced by {c · x = c0} equals the degree of thecentral curve C. Thus, deg(C) ≤

(n−1d

), with equality for generic A.

For matroid enthusiasts,

this number is the absolute value

of the Mobius invariant of(Ac

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 33: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Combinatorial data

Proudfoot and Speyer (2006) determine the ideal of polynomialsvanishing on L−1A,c and its Hilbert series.

Using the matroid associated to L−1A,c, they construct a simplicialcomplex containing combinatorial data of this ideal.

1 1 1 0 00 0 0 1 11 2 0 4 0

{123, 1245,

1345, 2345} h = (1, 2, 2)

matrix(Ac

)→ matroid → “broken circuit” → h-vector

complex

⇒ deg(C) =∑d

i=0 hi and genus(C) = 1−∑d

j=0(1− j)hj .

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 34: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Combinatorial data

Proudfoot and Speyer (2006) determine the ideal of polynomialsvanishing on L−1A,c and its Hilbert series.

Using the matroid associated to L−1A,c, they construct a simplicialcomplex containing combinatorial data of this ideal.

1 1 1 0 00 0 0 1 11 2 0 4 0

{123, 1245,

1345, 2345} h = (1, 2, 2)

matrix(Ac

)→ matroid → “broken circuit” → h-vector

complex

⇒ deg(C) =∑d

i=0 hi and genus(C) = 1−∑d

j=0(1− j)hj .

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 35: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Combinatorial data

Proudfoot and Speyer (2006) determine the ideal of polynomialsvanishing on L−1A,c and its Hilbert series.

Using the matroid associated to L−1A,c, they construct a simplicialcomplex containing combinatorial data of this ideal.

1 1 1 0 00 0 0 1 11 2 0 4 0

{123, 1245,

1345, 2345} h = (1, 2, 2)

matrix(Ac

)→ matroid → “broken circuit” → h-vector

complex

⇒ deg(C) =∑d

i=0 hi and genus(C) = 1−∑d

j=0(1− j)hj .

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 36: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Total Curvature

Classic differential geometry: The total curvature of any real algebraiccurve C in Rm is the arc length of its image under the Gauss mapγ : C → Sm−1. This quantity is bounded above by π times the degree ofthe projective Gauss curve in Pm−1. That is,

total curvature of C ≤ π · deg(γ(C)).

Dedieu-Malajovich-Shub (2005) apply this to the central curve.

Classic algebraic geometry: deg(γ(C)) ≤ 2 · (deg(C) + genus(C)− 1)

Theorem: The degree of the projective Gauss curve of the centralcurve C satisfies a bound in terms of matroid invariants:

deg(γ(C)) ≤ 2 ·d∑

i=1

i · hi ≤ 2 · (n − d − 1) ·(n − 1

d − 1

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 37: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Total Curvature

Classic differential geometry: The total curvature of any real algebraiccurve C in Rm is the arc length of its image under the Gauss mapγ : C → Sm−1. This quantity is bounded above by π times the degree ofthe projective Gauss curve in Pm−1. That is,

total curvature of C ≤ π · deg(γ(C)).

Dedieu-Malajovich-Shub (2005) apply this to the central curve.

Classic algebraic geometry: deg(γ(C)) ≤ 2 · (deg(C) + genus(C)− 1)

Theorem: The degree of the projective Gauss curve of the centralcurve C satisfies a bound in terms of matroid invariants:

deg(γ(C)) ≤ 2 ·d∑

i=1

i · hi ≤ 2 · (n − d − 1) ·(n − 1

d − 1

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 38: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Total Curvature

Classic differential geometry: The total curvature of any real algebraiccurve C in Rm is the arc length of its image under the Gauss mapγ : C → Sm−1. This quantity is bounded above by π times the degree ofthe projective Gauss curve in Pm−1. That is,

total curvature of C ≤ π · deg(γ(C)).

Dedieu-Malajovich-Shub (2005) apply this to the central curve.

Classic algebraic geometry: deg(γ(C)) ≤ 2 · (deg(C) + genus(C)− 1)

Theorem: The degree of the projective Gauss curve of the centralcurve C satisfies a bound in terms of matroid invariants:

deg(γ(C)) ≤ 2 ·d∑

i=1

i · hi ≤ 2 · (n − d − 1) ·(n − 1

d − 1

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 39: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Total Curvature

Classic differential geometry: The total curvature of any real algebraiccurve C in Rm is the arc length of its image under the Gauss mapγ : C → Sm−1. This quantity is bounded above by π times the degree ofthe projective Gauss curve in Pm−1. That is,

total curvature of C ≤ π · deg(γ(C)).

Dedieu-Malajovich-Shub (2005) apply this to the central curve.

Classic algebraic geometry: deg(γ(C)) ≤ 2 · (deg(C) + genus(C)− 1)

Theorem: The degree of the projective Gauss curve of the centralcurve C satisfies a bound in terms of matroid invariants:

deg(γ(C)) ≤ 2 ·d∑

i=1

i · hi ≤ 2 · (n − d − 1) ·(n − 1

d − 1

).

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 40: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Equations

Proudfoot and Speyer (2006) also prove that the equationsdefining L−1A,c are the homogeneous polynomials∑

i∈supp(v)

vi ·∏

j∈supp(v)\{i}

xj ,

where v runs over the vectors in kernel(Ac

)of minimal support.

(These are the cocircuits of the linear space LA,c.)

(Ac

)=

1 1 1 0 00 0 0 1 11 2 0 4 0

Cocircuit v =(−2 1 1 0 0

)produces −2x2x3 + 1x1x3 + 1x1x2.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 41: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Equations

Proudfoot and Speyer (2006) also prove that the equationsdefining L−1A,c are the homogeneous polynomials∑

i∈supp(v)

vi ·∏

j∈supp(v)\{i}

xj ,

where v runs over the vectors in kernel(Ac

)of minimal support.

(These are the cocircuits of the linear space LA,c.)

(Ac

)=

1 1 1 0 00 0 0 1 11 2 0 4 0

Cocircuit v =(−2 1 1 0 0

)produces −2x2x3 + 1x1x3 + 1x1x2.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 42: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Equations

Proudfoot and Speyer (2006) also prove that the equationsdefining L−1A,c are the homogeneous polynomials∑

i∈supp(v)

vi ·∏

j∈supp(v)\{i}

xj ,

where v runs over the vectors in kernel(Ac

)of minimal support.

(These are the cocircuits of the linear space LA,c.)

(Ac

)=

1 1 1 0 00 0 0 1 11 2 0 4 0

Cocircuit v =(−2 1 1 0 0

)produces −2x2x3 + 1x1x3 + 1x1x2.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 43: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Equations

Proudfoot and Speyer (2006) also prove that the equationsdefining L−1A,c are the homogeneous polynomials∑

i∈supp(v)

vi ·∏

j∈supp(v)\{i}

xj ,

where v runs over the vectors in kernel(Ac

)of minimal support.

(These are the cocircuits of the linear space LA,c.)

(Ac

)=

1 1 1 0 00 0 0 1 11 2 0 4 0

Cocircuit v =(−2 1 1 0 0

)produces −2x2x3 + 1x1x3 + 1x1x2.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 44: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Example

(n = 5, d = 2)

A =

(1 1 1 0 00 0 0 1 1

)c =

(1 2 0 4 0

)b =

(32

)

Polynomials defining C:

−2x2x3 + x1x3 + x1x2,4x2x4x5 − 4x1x4x5 + x1x2x5 − x1x2x4,4x3x4x5 − 4x1x4x5 − x1x3x5 + x1x3x4,4x3x4x5 − 4x2x4x5 − 2x2x3x5 + 2x2x3x4

x1 + x2 + x3 − 3

x4 + x5 − 2

h = (1, 2, 2) ⇒ deg(C) = 5, total curvature(C) ≤ 12π

(≤ 16π)

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 45: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Example

(n = 5, d = 2)

A =

(1 1 1 0 00 0 0 1 1

)c =

(1 2 0 4 0

)b =

(32

)Polynomials defining C:

−2x2x3 + x1x3 + x1x2,4x2x4x5 − 4x1x4x5 + x1x2x5 − x1x2x4,4x3x4x5 − 4x1x4x5 − x1x3x5 + x1x3x4,4x3x4x5 − 4x2x4x5 − 2x2x3x5 + 2x2x3x4

x1 + x2 + x3 − 3

x4 + x5 − 2

h = (1, 2, 2) ⇒ deg(C) = 5, total curvature(C) ≤ 12π

(≤ 16π)

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 46: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Example

(n = 5, d = 2)

A =

(1 1 1 0 00 0 0 1 1

)c =

(1 2 0 4 0

)b =

(32

)Polynomials defining C:

−2x2x3 + x1x3 + x1x2,4x2x4x5 − 4x1x4x5 + x1x2x5 − x1x2x4,4x3x4x5 − 4x1x4x5 − x1x3x5 + x1x3x4,4x3x4x5 − 4x2x4x5 − 2x2x3x5 + 2x2x3x4

x1 + x2 + x3 − 3

x4 + x5 − 2

h = (1, 2, 2) ⇒ deg(C) = 5, total curvature(C) ≤ 12π

(≤ 16π)

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 47: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Example

(n = 5, d = 2)

A =

(1 1 1 0 00 0 0 1 1

)c =

(1 2 0 4 0

)b =

(32

)Polynomials defining C:

−2x2x3 + x1x3 + x1x2,4x2x4x5 − 4x1x4x5 + x1x2x5 − x1x2x4,4x3x4x5 − 4x1x4x5 − x1x3x5 + x1x3x4,4x3x4x5 − 4x2x4x5 − 2x2x3x5 + 2x2x3x4

x1 + x2 + x3 − 3

x4 + x5 − 2

h = (1, 2, 2) ⇒ deg(C) = 5, total curvature(C) ≤ 12π (≤ 16π)

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 48: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Duality

Dual LP: Minimizey∈Rd bTy : ATy − s = c , s ≥ 0

←→ Minimizes∈Rn vT s : B · s = B · c , s ≥ 0,

where B = kernel(A) and A · v = b.

The primal-dual central path is cut out by the system ofpolynomial equations

A · x = A · v , B · s = B · c, and x1s1 = . . . = xnsn = λ.

Examine λ→ 0 and λ→∞.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 49: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Duality

Dual LP: Minimizey∈Rd bTy : ATy − s = c , s ≥ 0

←→ Minimizes∈Rn vT s : B · s = B · c , s ≥ 0,

where B = kernel(A) and A · v = b.

The primal-dual central path is cut out by the system ofpolynomial equations

A · x = A · v , B · s = B · c, and x1s1 = . . . = xnsn = λ.

Examine λ→ 0 and λ→∞.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 50: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Duality

Dual LP: Minimizey∈Rd bTy : ATy − s = c , s ≥ 0

←→ Minimizes∈Rn vT s : B · s = B · c , s ≥ 0,

where B = kernel(A) and A · v = b.

The primal-dual central path is cut out by the system ofpolynomial equations

A · x = A · v , B · s = B · c, and x1s1 = . . . = xnsn = λ.

Examine λ→ 0 and λ→∞.

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 51: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Global Geometry: a nice curve in Pn × Pn

Primal (x-space) Dual (s-space)

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

vertices ←→ verticesanalytic centers ←→ points at ∞

points at ∞ ←→ analytic centers

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 52: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Global Geometry: a nice curve in Pn × Pn

Primal (x-space) Dual (s-space)

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

vertices ←→ vertices

analytic centers ←→ points at ∞points at ∞ ←→ analytic centers

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 53: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Global Geometry: a nice curve in Pn × Pn

Primal (x-space) Dual (s-space)

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

vertices ←→ verticesanalytic centers ←→ points at ∞

points at ∞ ←→ analytic centers

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 54: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Global Geometry: a nice curve in Pn × Pn

Primal (x-space) Dual (s-space)

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

vertices ←→ verticesanalytic centers ←→ points at ∞

points at ∞ ←→ analytic centers

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 55: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Further Questions

Further Questions:

◦ What can be said about non-generic behavior?

◦ What is total curvature of just the central path?(continuous Hirsch conjecture?)

◦ Extensions to semidefinite and hyperbolic programs?

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

Thanks!

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 56: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Further Questions

Further Questions:

◦ What can be said about non-generic behavior?

◦ What is total curvature of just the central path?(continuous Hirsch conjecture?)

◦ Extensions to semidefinite and hyperbolic programs?

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

Thanks!

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 57: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Further Questions

Further Questions:

◦ What can be said about non-generic behavior?

◦ What is total curvature of just the central path?(continuous Hirsch conjecture?)

◦ Extensions to semidefinite and hyperbolic programs?

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

Thanks!

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 58: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Further Questions

Further Questions:

◦ What can be said about non-generic behavior?

◦ What is total curvature of just the central path?(continuous Hirsch conjecture?)

◦ Extensions to semidefinite and hyperbolic programs?

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

Thanks!

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming

Page 59: The Central Curve in Linear ProgrammingThe Central Curve in Linear Programming Cynthia Vinzant, UC Berkeley! joint work with Jesus De Loera and Bernd Sturmfels Cynthia Vinzant, UC

Further Questions

Further Questions:

◦ What can be said about non-generic behavior?

◦ What is total curvature of just the central path?(continuous Hirsch conjecture?)

◦ Extensions to semidefinite and hyperbolic programs?

a

b

b

a

c

c

f

e

de

e

f d

fd

b

c

a

Thanks!

Cynthia Vinzant, UC Berkeley The Central Curve in Linear Programming