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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Revised simplex linear programming and certificates
1 · Prerequisites
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Norms and Realification
- Complex Subspace Realification
- Complexification, Realification and Real Structures
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convex and Semicontinuous Functions on Rⁿ
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Cyclic Groups and Direct Products
- Determinants of Matrices over a Commutative Ring
- Diagonalisation and the Minimal Polynomial
- Direct Matrix Factorisations: LU, Cholesky and QR
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Eigenvalues, Eigenvectors and the Characteristic Polynomial
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Dimensional Normed Spaces and Riesz Lemma
- Finite-precision direct factorizations and least squares
- Foundations of the Real Numbers for Analysis
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Inequality KKT duality and optimality certificates
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Matrix Norms, Condition Numbers and Numerical Stability
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Order, Zorn's Lemma, and the Axiom of Choice
- Polynomial Rings, the Division Algorithm and Roots
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Sparse matrix models and kernel costs
- Splitting Fields
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Galois Correspondence
- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Riemann Integral: Definition and Integrability
- The Spectral Theorem, Positive Operators and Singular Value Decomposition
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
Objective
This page develops the revised simplex method for finite linear programs in standard form. It defines bases, primal and dual revised-simplex steps, the ratio rules, Phase I with redundant-row removal, and exact primal, dual, unboundedness, and infeasibility certificates. Bland's least-index rule handles degenerate pivots and gives finite termination in exact arithmetic over finitely many bases; this is not a polynomial-time claim. A finite-pivot-budget dual run may return inconclusive. The residual audit reports exact residuals and a primal-dual objective difference for the stored finite data; it does not certify uncertainty in data before storage. Sparse pricing counts apply to the explicitly stated stored-entry stream and make no wall-time or bandwidth claim.
The finite-precision basis service recomputes canonical NA02 QR of each admitted current basis and its transpose, reuses the current factors for primal, multiplier and requested direction solves, and discards them after an established basis replacement. A finite budget and explicit numerical-failure or pivot-inconclusive statuses prevent unvalidated floating signs or ratios from becoming exact pivots. Independent rounded residual certificates and a finite rational upper-bound option accompany the existing exact stored-data audit and objective-gap bound. Only that audit’s exact feasibility, dual-sign and zero-gap tests certify stored-data optimality; small residuals alone certify neither LP optimality nor infeasibility. The exact primal, dual and PhaseI methods retain their existing claims.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Revised simplex standard-form linear program
Definition
Let be nonnegative integers, , , and . The standard-form minimization linear program with data is Its feasible set is , and a feasible is optimal if for every . The notation is componentwise. The revised-simplex basis algorithms on this page require a full-row-rank matrix, meaning ; a rank-deficient raw system must first be reduced by exact row operations, with inconsistent rows reported as infeasible. For , the empty system has its usual zero-dimensional interpretation.
A vector satisfying and is called a Farkas infeasibility certificate for this sign convention. Indeed, any feasible would give .
Basis dictionaries and reduced costs for revised simplex
Definition
Use the standard-form problem of Revised simplex standard-form linear program. Assume has full row rank . An ordered basis is a list of distinct column indices for which the square matrix is invertible. Write and . The basic vector is defined by and for ; the basis is primal feasible, and is a basic feasible solution, exactly when .
The basis multiplier is . For every column , its reduced cost is . In particular, for each basic index. The basis is dual feasible when for every . When , take the empty basis and the empty multiplier; these formulas remain meaningful.
A primal-feasible basis is degenerate if some basic coordinate is zero. A simplex pivot is degenerate if its ratio-test step length is zero.
Exact residual audit of finite-precision simplex candidates
Definition
Input a standard-form problem as in Revised simplex standard-form linear program, whose stored matrix, right-hand side, and cost entries are finite binary floating-point values, together with finite stored candidate vectors and . A finite binary value is interpreted as its exact dyadic rational (an integer times an integer power of ). If a dimension is wrong or any value is NaN or infinite, return invalid-input. Otherwise use exact integer/rational arithmetic to compute , , , , and , where and the empty-vector value is zero. Return these exact values and as the exact primal-dual objective difference for the stored data. Return verified-optimal-for-stored-data exactly when , , , and . In every other finite-input case return candidate-only with the residuals and gap; a nonzero or small residual is never rounded to zero and does not certify infeasibility.
The exact arithmetic is a verification procedure for a candidate produced by a floating-point solver; it does not define a basis factorization or bound uncertainty in data before they were stored. If a statement about pre-rounded data is required, separate certified input intervals must be supplied and propagated. The procedure makes no operation-count or runtime claim.
Basic feasible solutions, extreme points, and basis existence
Statement
Let have full row rank and let be the feasible set of Revised simplex standard-form linear program. For a feasible , define its support by . A set is convex if for all and . A point is an extreme point if every representation with and forces . Then is an extreme point of if and only if the columns are linearly independent. This is equivalent to being a basic feasible solution for Basis dictionaries and reduced costs for revised simplex. In particular, every nonempty has a basic feasible solution. The statement includes using the empty-basis convention.
Facts & Assumptions
Given: A full-row-rank matrix , a vector , and a feasible point .
Revised simplex standard-form linear program: Its feasible set is .
Basis dictionaries and reduced costs for revised simplex: The basic vector is defined by and for ; the basis is primal feasible, and is a basic feasible solution, exactly when .
Proof
If the support columns indexed by are dependent, choose a nonzero vector supported on with . Since each on this finite support, choose smaller than for every nonzero . Then and are distinct nonnegative solutions of , and their midpoint is ; hence is not extreme.
Suppose the support columns are independent and for feasible and . For , nonnegativity and force . Thus is supported on and ; independence forces , and the convex-combination identity then gives . This proves extremality under its stated definition.
If the support columns of a feasible point are dependent, take as in step 1.1 and choose its sign so some . With , the point remains feasible, remains nonnegative, and has strictly fewer positive coordinates. Repeating this support reduction at most times gives a feasible point whose support columns are independent.
Because has rank , its columns span . Extend the independent support columns from step 2.1 to independent columns of by repeatedly taking the least-index column outside their current span; assigning zero to each added coordinate makes the reduced point the basic vector of that basis. It is therefore a basic feasible solution. When , support reduction gives the zero vector and the empty list is the required basis.
A basic feasible solution has support contained in an independent basis, so its support columns are independent and step 1.2 makes it extreme. Conversely, an extreme feasible point has independent support by step 1.1 and extends to a basis by step 3.1. Thus the three stated conditions are equivalent, and step 3.1 proves existence whenever is nonempty.
Primal revised-simplex pivot identities and certificates
Statement
Let be a primal-feasible basis for the standard-form problem of Revised simplex standard-form linear program and Basis dictionaries and reduced costs for revised simplex, and let be a nonbasic index with reduced cost . Put . If for every basic row , then , , and for the other nonbasic indices define a feasible ray with and ; the LP is unbounded below. If some , the step is finite and nonnegative, every minimizing row gives a valid pivot, the new basic vector is feasible, and the objective change is , strictly negative exactly when . Finally, if all nonbasic reduced costs are nonnegative at a primal-feasible basis, its basic vector is optimal.
Facts & Assumptions
Given: The standard-form data, a primal-feasible basis , and a nonbasic with when considering a pivot.
Revised simplex standard-form linear program: Its feasible set is , and a feasible is optimal if for every .
Basis dictionaries and reduced costs for revised simplex: For every column , its reduced cost is , and each basic reduced cost is zero.
Inequality constrained programs, tangent cones, constraint qualifications, and KKT: The KKT system requires primal feasibility, nonnegative inequality multipliers, complementary products , and zero Lagrangian gradient.
Convex KKT conditions certify a global minimum and an outward normal: On an open convex domain, a differentiable convex objective and inequalities with a feasible KKT tuple and nonnegative inequality multipliers certify a global minimum.
Proof
Define , , and all other nonbasic components of to be zero. Since , we have ; also .
If every , then , so is feasible for every . Its cost is , which tends to as ; this proves the ray branch.
If some , set . Each ratio is nonnegative, the finite nonempty index set has a minimum, and : rows with satisfy the ratio bound, while rows with do not decrease. The entering component is , so is feasible.
For any minimizing row , replacing column by gives a basis: in coordinates of , the replacement column is , whose th entry is positive, so expansion along that column gives a nonzero determinant. The unique basic vector of the new basis is , because that vector satisfies the constraints and has zero on the remaining nonbasic variables.
The objective change is . Since and , it is nonpositive and is zero exactly when , the degenerate-pivot case.
If , the feasible set contains only the empty vector, so its feasible basic vector is optimal. Suppose . Set , , , , , and . The open convex domain is , and the affine functions are differentiable and convex. The vector is the reduced-cost vector, including zero basic coordinates by [F2], so it is nonnegative; is feasible by hypothesis. For each , either is nonbasic and , or is basic and , so . Since , the stationarity expression is . These are precisely the KKT conditions of [F3], and [F4] proves that globally minimizes over .
Primal revised simplex with Bland's rule
Definition
Input the exact standard-form data of Revised simplex standard-form linear program with full-row-rank and a primal-feasible basis as in Basis dictionaries and reduced costs for revised simplex. Use exact arithmetic. At each iteration compute , , and all nonbasic reduced costs .
- If every nonbasic , return
optimalwith and . - Otherwise choose the least index with and solve .
- If no component is positive, return
unboundedwith the ray whose th component is , whose basic components are , and whose other nonbasic components are . - Otherwise compute . Among minimizing rows, leave the basic variable of least index. Replace its basis column by and repeat.
The algorithm assumes an exact initial feasible basis. It makes no iteration bound polynomial in or .
Dual revised simplex with a finite pivot budget
Definition
Input the exact standard-form data and a basis for which every nonbasic reduced cost is nonnegative, as in Revised simplex standard-form linear program and Basis dictionaries and reduced costs for revised simplex. Also input a nonnegative integer pivot budget . Set and repeat:
- Compute and . If , return
optimalwith the primal basic vector and . - Otherwise choose the least-index basic variable with . For each nonbasic compute . If no , return
infeasiblewith . - If , return
pivot-budget-exhaustedwith the current basis and multiplier . - Among with , choose one minimizing , with least variable index among ties. Replace by , set , and repeat.
The pivot-budget-exhausted status is inconclusive. No finite-success or anti-cycling claim is part of this definition.
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.
Primal-dual residual gap bound for a simplex candidate
Statement
For a real standard-form problem with and candidate vectors , , define , , and . When the data and candidates are finite stored binary floating-point values, Exact residual audit of finite-precision simplex candidates computes precisely these quantities, interpreting the stored values as exact dyadic rationals. For all the stated real data, and consequently Here and , with both norms equal to zero on the empty vector. This bounds the primal-dual objective difference; when either vector is infeasible it does not bound distance to an optimal value. If , , , and , then is optimal.
Facts & Assumptions
Given: A real standard-form problem, dimension-matched real vectors , and the residuals and gap defined in the Statement.
Revised simplex standard-form linear program: Its feasible set is , and a feasible is optimal if for every .
Exact residual audit of finite-precision simplex candidates: For dimension-matched finite stored binary data and candidates, exact integer/rational arithmetic computes , , and . The status verified-optimal-for-stored-data is returned exactly when , , , and .
Proof
Expanding the right-hand side and cancelling the two equal scalar products gives .
The triangle inequality and give . The same calculation holds for empty vectors with the stated zero norms.
If is primal feasible and has , then every feasible satisfies . The stated makes , so attains this lower bound and is optimal. In particular, every verified-optimal-for-stored-data output of the audit certifies optimality for its stored data, because its exact tests are these hypotheses.
Bland-rule finite termination and optimal-basis existence
Statement
For exact arithmetic and a finite standard-form LP with full-row-rank , the primal algorithm of Primal revised simplex with Bland's rule, started from any primal-feasible basis, terminates after finitely many pivots at an optimal basis or returns a feasible ray of strictly negative cost. If the feasible set is nonempty and the objective is bounded below, an optimal basis exists and is returned. The number of pivots is at most the number of possible bases, hence at most ; this is a finiteness bound, not a polynomial-time claim. Every pivot may be degenerate, so the objective need not decrease strictly at each step.
Facts & Assumptions
Given: Exact standard-form data with of full row rank, a primal-feasible basis, and the deterministic least-index entering and leaving rules.
Basis dictionaries and reduced costs for revised simplex: In particular, for each basic index.
Primal revised-simplex pivot identities and certificates: The objective change is , strictly negative exactly when .
Primal revised simplex with Bland's rule: Otherwise choose the least index with and solve .
Basic feasible solutions, extreme points, and basis existence: In particular, every nonempty has a basic feasible solution.
Proof
Every pivot in [F3] uses a negative reduced cost and a nonnegative ratio, so [F2] makes the objective nonincreasing. If a basis repeats, the deterministic rule repeats the same future pivots and produces a cycle; the objective returns to its initial value, forcing every pivot decrease to be zero. Since each entering reduced cost is strictly negative, every pivot in the cycle has , so the represented feasible vector stays fixed throughout the cycle.
Let be the indices that enter in this cycle and let . Because the basis returns, also leaves. Choose a tableau where enters and a tableau where leaves. At , its reduced cost and for every : a basic reduced cost is zero, and a lower-index eligible nonbasic variable would have been chosen instead. At , the entering variable is in , is not the basic variable , and therefore satisfies .
At , put and define the entering direction , , with other nonbasic coordinates zero. Then , , and because leaves through a row with positive pivot coefficient. If is the reduced-cost vector at , then since .
For every , : if is basic at then , while if it is nonbasic at , maximality of means it never enters during the cycle and it is nonbasic at , where . Also . Thus the negative sum forces some with ; because , this gives and . Such a is nonbasic at , basic at , and has . Its value is zero at and stays zero during the degenerate cycle, so at it ties with at ratio zero.
Since is an eligible leaving variable with the same minimum ratio as , [F3] would choose to leave at , contradicting the choice of . Therefore no basis repeats.
There are at most possible column bases, so the algorithm terminates after at most that many visited bases. At termination [F2] gives either an optimal basis or an unbounded ray. If the objective is bounded below, the ray branch is impossible. If the feasible set is nonempty, [F4] supplies a starting basis; hence a finite optimum is attained at an optimal basis found by the algorithm. The combinatorial bound does not imply polynomial-time complexity.
Dual-simplex invariant and Farkas infeasibility certificate
Statement
Let be a basis of the minimization problem for which all nonbasic reduced costs are nonnegative. At an iteration of Dual revised simplex with a finite pivot budget, a pivot chosen from a row with and a column with minimizing preserves dual feasibility. If there is no nonbasic with , then satisfies and , so is a Farkas infeasibility certificate as defined in Revised simplex standard-form linear program and the primal problem is infeasible. If the current basis is both primal and dual feasible, it is optimal. A finite pivot-budget exhaustion is inconclusive and does not assert infeasibility or convergence.
Facts & Assumptions
Given: Exact standard-form data, a basis , a dual-feasible multiplier , and the dual-simplex row and ratio choices.
Basis dictionaries and reduced costs for revised simplex: For every column , its reduced cost is .
Dual revised simplex with a finite pivot budget: Among with , choose one minimizing , with least variable index among ties.
Revised simplex standard-form linear program: A vector satisfying and is called a Farkas infeasibility certificate for this sign convention.
Proof
Fix an eligible pivot and put . With , the vector satisfies , so the entering column has new reduced cost zero. The leaving basic column has , hence its new reduced cost is .
If no nonbasic column has , then : the basic columns give the coordinates of , and every nonbasic column has nonnegative th transformed entry. Also . By [F3], is a Farkas infeasibility certificate; any feasible would give , a contradiction.
For any other nonbasic , write . Its new reduced cost is . If , this is nonnegative because . If , the ratio rule gives , so . Thus every new nonbasic reduced cost is nonnegative.
If the basis is primal feasible, its basic vector and dual-feasible satisfy , because . For every feasible , and imply , so is optimal. The algorithm's budget-exhausted branch asserts no further mathematical conclusion.
Phase I revised simplex and rank reduction
Definition
Input any exact equality system with , including a rank-deficient raw system. Let be diagonal with when and otherwise; set and . Add artificial variables and solve the Phase I problem subject to , , starting at with artificial basis . Use the exact primal algorithm of Primal revised simplex with Bland's rule and its finite-termination result Bland-rule finite termination and optimal-basis existence.
At a terminal optimum, if , return infeasible and the basis multiplier for the Phase I objective. If the optimum is zero, set every artificial variable to zero and remove artificial basic variables as follows. For a zero-valued artificial basic variable, inspect its row in . If some original nonbasic column has a nonzero coefficient there, pivot the least-index such column into the basis; the pivot may have either sign because the leaving basic value is zero. If no such coefficient exists, and the transformed right-hand-side entry is zero, delete that redundant equation and its zero artificial basic variable. Repeat until all remaining basic columns are original; return the row-reduced equivalent system and its original feasible basis. A zero row with nonzero transformed right-hand side returns inconsistent-row. All tests are exact; a finite-precision near-zero objective is not treated as zero.
Phase I feasible-basis extraction and infeasibility certificate
Statement
For any exact system , , the Phase I procedure of Phase I revised simplex and rank reduction terminates. Its minimum artificial-variable sum is zero if and only if the original system is feasible. If the minimum is positive, its returned vector yields a Farkas infeasibility certificate, as defined in Revised simplex standard-form linear program, with and . If the minimum is zero, the extraction procedure returns an equivalent full-row-rank reduced system with a basic feasible solution using only original columns; zero-valued artificial basic variables are either pivoted out or their redundant equations are removed.
Facts & Assumptions
Given: Finite exact matrices and vectors , with nonnegative original variables.
Phase I revised simplex and rank reduction: Phase I row-signs the equations, uses with initial , minimizes , and extracts zero artificial basics by pivots or zero-row deletion.
Bland-rule finite termination and optimal-basis existence: Under its exact-arithmetic, finite-standard-form, full-row-rank hypotheses, the primal run terminates at an optimal basis or returns a strictly negative-cost feasible ray.
Basis dictionaries and reduced costs for revised simplex: The basis multiplier is .
Revised simplex standard-form linear program: A vector satisfying and is called a Farkas infeasibility certificate for this sign convention.
Farkas alternative for a finite linear system: Exactly one of and existence of with holds for every finite real .
Proof
Let when and otherwise. Since is invertible and , is equivalent to , and . The augmented matrix has full row rank because it contains the identity columns; is feasible for the Phase I problem and has objective .
By [F2] the Phase I primal algorithm terminates at an optimum or an unbounded ray. Its objective is at every feasible point, so a negative-cost ray is impossible; it terminates at a minimum with nonnegative reduced costs.
Suppose the minimum . Any feasible original would give a Phase I feasible point of objective zero, contradicting minimality. Let be the terminal basis multiplier for the Phase I objective . Nonnegative reduced costs on the original columns, using [F3], give , and the basic-vector identity gives .
Suppose instead that . Since every artificial variable is nonnegative and their sum is zero, each artificial variable has value zero, and the original coordinates satisfy . If an artificial variable is basic at tableau row and some original nonbasic column has a nonzero coefficient in row of , pivot that column in. The pivot is nonzero, and the entering variable and leaving artificial variable both have value zero, so the represented feasible point is unchanged and one artificial basic variable is removed.
Set . Then and , so [F4] identifies it as a Farkas certificate. The finite-system alternative [F5] says exactly one of feasibility and such a certificate holds; because this satisfies the certificate branch, the original system is infeasible.
If no original nonbasic column has a nonzero coefficient in row , every original basic column has a unit column there at a different row, so the entire row of is zero. Every nonbasic artificial variable is zero, every other basic artificial column has zero in row , and the basic artificial value at row is zero; hence row of is also zero. The transformed equation is and may be deleted without changing the feasible set; deleting that row and its artificial basis column leaves an invertible identity submatrix for the remaining basis.
Each pivot or row deletion removes one artificial basic variable, so after at most such operations no artificial variable remains basic. The remaining basis consists of original columns and is invertible for the retained row-reduced system; its basic vector is feasible because the represented point never changed. The retained equations are equivalent to the original system by the invertible row operations and deletion only of rows. This proves the zero-optimum extraction claim, including redundant-row removal.
Revised-simplex basis QR recomputation with finite residual and pivot statuses
Definition
Input finite stored binary data for the standard-form LP of Basis dictionaries and reduced costs for revised simplex, with full-row-rank , a candidate ordered basis of distinct in-range indices, and a nonnegative integer budget of basis evaluations. Stored values represent their exact dyadic rationals. Invalid dimensions, nonfinite inputs or repeated/out-of-range basis indices return invalid-input. Nonsingularity of must be established as part of an admitted basis input; a numerical rank threshold is not such an establishment. A basis whose validity is unavailable returns basis-validity-inconclusive.
A caller may request a primal or dual simplex transition after an audit, or only an audit. It may supply a finite sequence of transition records, one for each requested basis replacement, from Primal revised simplex with Bland's rule or Dual revised simplex with a finite pivot budget. A transition record has fields mode (primal or dual), basis_before (the ordered current basis, with its validity witness), leaving_position , and entering_index ; it is checked rather than trusted as already verified. The initial basis and each record's basis_before must carry the validity witness described here. After a replacement, its checked nonzero pivot coefficient establishes the new basis; any next transition record must carry its own checked validity witness.
An admitted basis input includes either an exact rational inverse witness with , checked exactly, or a rational matrix and rational with and , also checked exactly. For matrices with at least one row, ; the empty matrix has norm . For vectors it is the maximum absolute coordinate, with empty value . For , the empty inverse witness satisfies the identities. If neither validity certificate is verified, return basis-validity-inconclusive before factorization. A numerical rank threshold is never a validity certificate.
With an exact inverse witness, first compare basis_before with the current ordered basis exactly. Then check a transition by exact rational arithmetic: compute , , for every nonbasic , and . A primal record is admissible exactly when , is the least-index nonbasic column with , some , and minimizes over rows with , with ties resolved by least basic-variable index. A dual record is admissible exactly when every nonbasic , is the least-index basic variable with , , and minimizes over nonbasic with , with ties resolved by least variable index. In either case, the checked nonzero pivot coefficient proves the replacement basis nonsingular.
Certified rational enclosures may instead establish a transition. For each current and , provide rational with , , and ; verify these inequalities exactly. For each solve , combine its returned candidate and a rational upper bound for its Step 3 residual bound to form the coordinate intervals . For closed rational intervals and , use , , , and when ; division is undefined otherwise. Evaluate dot products, reduced costs, and ratio expressions with these exact rational endpoint operations. First compare basis_before with the current ordered basis exactly. An interval proves a sign or order only when its endpoints imply that relation. If a ratio comparison is not decided by interval endpoints, return pivot-inconclusive unless an exact inverse witness is supplied for the current basis; with , compute the exact rational ratios and compare them exactly, resolving equality by the least-index rule. Admit the record only when the required signs and comparisons, including all least-index rules, are proved. If a needed sign, ratio comparison, or basis match is not established, return pivot-inconclusive with the current basis and its last completed audit, without changing the basis.
For , use the operationwise arithmetic of Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add, with , , , and . All nonzero exact intermediates must be normal. Norms and certificate expressions below are evaluated exactly or by certified upward bounds; failure to obtain a finite valid bound is a numerical failure. Process the following loop:
-
Maintain an attempt counter , initially . If , return
budget-exhaustedwith the current basis, the last completed audit if any, and the basis to which that audit belongs. Otherwise set before starting this basis evaluation. Every budget, numerical-failure, basis-validity-inconclusive, or pivot-inconclusive return includes the current basis and identifies the basis associated with any retained audit; state explicitly when no audit exists. -
Separately for and , copy the current stored entries into a working matrix . For , set , take the active column and trailing block , and call Scaled Householder reflector formation and application once on . On success, save its reflector data and replace the active block by its returned output, which writes the new diagonal entry and exact zeros below it; leave earlier rows and columns unchanged. If , save an identity marker and leave the trailing block unchanged. Stop with
numerical-failureat the first failed call, recording the factorization, column , and failure stage. The final is the computed upper-triangular factor .To apply these stored reflectors to any right-hand side , start with and visit in that same order. Skip an identity marker. Otherwise, on the active suffix compute the sequential rounded dot , then , componentwise, and componentwise, using the operation order of Scaled Householder reflector formation and application without a column overwrite. Stop at the first failure and record the right-hand side, reflector index, and failure stage. For , apply this replay to obtain the transformed right-hand side and solve by descending substitution: for , sequentially compute , , and . A zero diagonal or any failed operation returns
numerical-failurewith the solve and row index. Reuse the factorization for and every nonbasic direction ; reuse the factorization for . Never substitute a rounded dense orthogonal product for the exact orthogonal representative in the proof. After every admitted basis replacement discard both factorizations and recompute; no rank-one factorization-update implementation is claimed. -
Independently certify each returned solve for its actual current matrix or and right-hand side . Compute and by the sequential products/subtraction of Rounded matrix products give certified linear and normal-equation residual allowances. Put With the local coefficient of The scaled computed Householder step satisfies the local backward error premise, put and report the valid upper bound A finite concrete certificate option uses exact rational arithmetic on the stored dyadic entries and a rational upper bound for satisfying all displayed admissibility inequalities. Use and as rational upper bounds for every norm in the two nonnegative expressions. For the local coefficient, substitute for in the source formula: put , , , , and . These are rational upper bounds because and all constituent nonnegative formulas increase in their arguments. Then and are rational upper bounds for the QR coefficients. Compute both candidate bounds by finite exact rational sums/products/powers and take their minimum as the returned . This implements the certificate without a norm oracle; other finite certified upper-bound procedures are allowed. Any factorization, substitution, dot, subtraction, range or certificate failure returns
numerical-failure, with its stage and the last completed audit; it returns no certificate for the failed solve. -
Embed in with zero nonbasic entries, and call Exact residual audit of finite-precision simplex candidates on these actual stored . Retain its exact , , objective difference , and audit status together with all solve residual bounds.
basis-solves-residual-certifiedmeans only that the returned bounds certify those linear equations; any requested thresholds must also be checked before declaring them met.verified-optimal-for-stored-datais issued only by the exact audit's primal/sign/zero-gap checks. Other completed candidates remaincandidate-only; small residuals or a failed/ambiguous pivot never certify infeasibility. -
Return if audit-only mode or the caller has no further transition. Otherwise compare the next record with the current basis and apply the exact or enclosure admission predicate above. A failed or unresolved predicate returns
pivot-inconclusiveorbasis-validity-inconclusive, retaining the current basis and last completed audit. On admission, replace position by , discard both factorizations, and continue at Step 1. Exact driver invariants remain those of the existing driver, not consequences of successful floating solves.
For , skip QR and substitution: the basis and multiplier are empty, every direction is the empty vector, and their basis-equation residuals and solve bounds are zero. Evaluate the existing exact audit with ; no basis replacement is possible. The budget and invalid-input branches remain in force.
Remarks
No exact-arithmetic simplex method, Bland termination theorem, dual invariant, PhaseI certificate or existing residual audit is replaced. The procedure recomputes canonical current-basis QR data, checks caller-supplied transitions, and reports computed candidates with independently certified residuals. A useful forward-accuracy interpretation requires a conditioning bound; signs and ratios are used only when exact checks or certified enclosures establish them. Pre-rounded input uncertainty requires separate data enclosures. No numerical-success, anti-cycling or polynomial-time guarantee is added.
Finite QR basis recomputation has sound residual and stored-data audit statuses
Statement
For admitted inputs of Revised-simplex basis QR recomputation with finite residual and pivot statuses, the procedure terminates after at most basis-evaluation attempts with its defined output or failure status. Each completed solve certificate satisfies
for its actual current or and right-hand side. If denotes the exact solution, then also . This conditional inequality does not compute or bound . In particular, its returned have the respective certified primal-basis, multiplier and direction residuals. Its exact stored-data audit obeys
An admitted exact inverse or basis witness proves the current basis nonsingular; every checked bounds the corresponding . A transition admitted by either exact rational checks or certified intervals satisfies the exact primal or dual pivot rule in the algorithm, and its replacement basis is nonsingular. Only the exact audit's feasibility, dual-sign and zero-gap checks issue verified-optimal-for-stored-data. Every unestablished transition or unresolved sign/ratio comparison stops without changing the basis. The theorem grants neither forward accuracy without conditioning nor correctness of unvalidated floating pivot choices, an infeasibility certificate from near-zero data, or numerical termination at an optimum.
Facts & Assumptions
Given: The admitted inputs, finite budget, arithmetic and certificate hypotheses of the algorithm.
Revised-simplex basis QR recomputation with finite residual and pivot statuses specifies fresh current-basis QR recomputation, bounded attempts, first failures, established transitions, exact stored-data audit and all return statuses.
Computed reduced QR least squares is backward stable for full column rank supplies a square exactly orthogonal representative , triangular , and perturbations with , , and on every successful branch. Its additional perturbed-least-squares uniqueness premise is not needed for these equations.
Rounded matrix products give certified linear and normal-equation residual allowances bounds for the specified successful residual evaluation and certified norms.
Primal-dual residual gap bound for a simplex candidate gives the exact audit identity, norm bound and conditional optimality for the stored data.
Every claimed successful call obeys the stated source arithmetic/range hypotheses, and bound arithmetic is exact or certified upward.
Proof
If , the empty basis is nonsingular on the zero space. For , an exact inverse witness gives . Otherwise let with . The row-sum norm inequality gives for every , so both and have trivial kernel and, being square, are nonsingular. If is supplied, applying this inequality to gives , and yields . The same argument applies to each separately checked or witness in interval mode.
If , the empty solve residuals are zero and only the finite audit and budget branches remain. If , step 1.1 makes each square nonsingular and hence full column rank. Apply [F2] under [A1]; since the exact representative is square, . Multiplication of its triangular equation therefore gives , where . No nonsingularity of or exact orthogonality of a rounded dense output is used.
Orthogonality and [F2] imply . Hence . Rearranging step 2.1 yields .
The triangle inequality and [F3] give the independent upper bound . Both quantities in the reported minimum are upper bounds, so their minimum is an upper bound. Applying this to each current primal, transpose-multiplier and direction solve proves all residual conclusions. The same conclusion holds when the algorithm uses rational or other certified upper bounds, since both evaluated candidates remain upper bounds. Finally , so the defining induced-norm inequality gives . This is conditional on the actual inverse norm, not an assertion that the procedure computes it. For interval mode, [F1] forms each coordinate interval with radius ; step 1.1 gives , while step 3.1's residual bound and imply . Thus the intervals contain the exact solution.
The interval addition and subtraction endpoints bound the corresponding sums and differences; the four endpoint products bound every product, and reciprocal endpoints bound reciprocals on either interval that avoids zero. Induction therefore encloses every exact reduced cost and ratio evaluated by [F1]. Any endpoint comparison that admits a sign or order is true of the enclosed exact value; any unresolved comparison either is checked by an exact inverse witness or returns inconclusive. Hence every admitted exact-witness or interval record satisfies the corresponding primal or dual pivot rule. If position is replaced by column , then is the identity with column replaced by , so by the checked pivot sign. The replacement basis is nonsingular.
By [F1], the completed audit uses the actual stored candidate vectors and original stored LP data. Apply [F4] to obtain the displayed identity, norm bound and exactly conditional optimality statement. Since [F1] labels no other branch verified-optimal and rejects unestablished transitions, no small residual, unresolved sign/ratio comparison or numerical failure is converted into a pivot, optimality or infeasibility certificate.
Each canonical factorization, vector application, substitution and residual loop has finite dimensions; each elementary call either completes or returns its first failure by [F1]. Verifying a transition record uses only finitely many exact rational matrix products or certified interval operations over the finite basis and column sets; unresolved comparisons return inconclusive. The dyadic audit uses finitely many exact integer/rational operations. Before each attempt the counter increases, and [F1] allows at most attempts and no unbounded internal transition search. Every admitted basis replacement discards old factors before computing new certificates. Consequently the procedure terminates with only the stated current-basis outputs or failure/inconclusive status, proving the remaining claims.
5 · Examples, counterexamples and false statements
None yet.
Sources
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§2.3 and 3.1–3.2
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, §§1.2–2.3
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§2.2–2.5 and 3.1
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, §§2.2–3
- David Bindel, CS 6210: Sums, Dots, and Error in Linear Systems
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§3.1 and 4.3
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§2.2–2.6
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§3.1–3.3
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, §§2–3
- Robert G. Bland, New Finite Pivoting Rules for the Simplex Method, Theorem 1.1
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§3.1–3.4
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §4.5
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§3.3 and 3.7
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, Chapter 3
- David Bindel, CS 6210: Sums, Dots, and Error in Linear Systems, residual-based bounds
- Robert G. Bland, New Finite Pivoting Rules for the Simplex Method, Theorem 1.1, pp. 103–105
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §3.4
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, §2.4.2
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §§4.3 and 4.5–4.6
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, §§2.4–3
- Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Optimization, §3.5
- Michel Goemans, MIT 18.310 Lecture Notes: Linear Programming, §2.5
- Stuart and Voss, Matrix Analysis and Algorithms
- David Bindel, CS6210, Sums, Dots, and Error in Linear Systems