How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
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Sparse reduced-cost pricing operation count
Statement
Let be represented by a valid CSR record with row pointers , column indices , values , and stored entries, under Compressed sparse row matrices with stored-entry semantics. Matrix and vector coordinates here are zero-based: row and column correspond to row and column in Basis dictionaries and reduced costs for revised simplex, with the same relabelling for and basis-column indices. For each , let be the unique row satisfying . For a cost vector and given , initialize to zero and, for , update In exact real arithmetic the resulting vector is . This loop uses exactly multiplications and additions, preceded by zero initializations; forming uses subtractions and gives the reduced-cost vector of Basis dictionaries and reduced costs for revised simplex under the stated relabelling when . Every stored entry is counted, including repeated column indices and explicitly stored zeros. The claim is an arithmetic-operation count; it gives no runtime, bandwidth, or factorization bound.
Facts & Assumptions
Given: A valid CSR record, , and exact real arithmetic for the stated updates.
Basis dictionaries and reduced costs for revised simplex: For every one-based column index , its reduced cost is ; this item's zero-based column corresponds to .
Compressed sparse row matrices with stored-entry semantics: The stored entries in row have indices , and the represented coordinate is .
The loop processes every stored index exactly once in its increasing array order, using one exact real multiplication and addition per index.
Proof
The intervals are disjoint and, because and , their union is . Thus each stored index has exactly one row , including the empty-stream case . After processing the first stored indices, the accumulator satisfies : this holds at , and the next update adds exactly its one summand to component .
At , for each column the CSR reconstruction in [F2] gives . The finite row intervals partition the stored indices, so the reindexing counts every stored term once; real multiplication distributes over finite sums. By [F1], is the reduced-cost vector when .
Each of the updates performs one multiplication and one addition, and initialization and final subtraction each touch exactly coordinates. The count follows the stated loop, so duplicate indices and zero-valued entries still contribute one multiplication and one addition each; no timing, bandwidth, or factorization conclusion follows.
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§3.3 and 3.7 (standard reference, not scraped)
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, Chapter 3 (standard reference, not scraped)