Abstract
We discuss the application of random walks to generating a random basis of a totally unimodular matrix and to solving a linear program with such a constraint matrix. We also derive polynomial upper bounds on the combinatorial diameter of an associated polyhedron.
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Supported by NATO grant RG0088/89.
Corresponding author. Supported by NSF grants CCR-8900112, CCR-9024935 and NATO grant RG0088/89.
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Dyer, M., Frieze, A. Random walks, totally unimodular matrices, and a randomised dual simplex algorithm. Mathematical Programming 64, 1–16 (1994). https://doi.org/10.1007/BF01582563
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DOI: https://doi.org/10.1007/BF01582563