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(Intex method)
(Cauchy's integral theorem and Fundamental theorem of algebra)
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= Welcome to MWiki =
 
= Welcome to MWiki =
== Theorem of the month ==
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== Theorems of the month ==
The intex method solves every solvable LP in <math>\mathcal{O}({\vartheta}^{3})</math>.
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=== Cauchy's integral theorem ===
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Given the neighbourhood relations <math>B \subseteq {A}^{2}</math> and <math>D \subseteq [a, b]</math> for some simply connected <math>h</math>-set <math>A \subseteq {}^{\omega}\mathbb{C}</math>, infinitesimal <math>h</math>, a holomorphic function <math>f: A \rightarrow {}^{\omega}\mathbb{C}</math> and a closed path <math>\gamma: [a, b[\rightarrow \partial A</math>, choosing <math>\curvearrowright B \gamma(t) = \gamma(\curvearrowright D t)</math> for <math>t \in [a, b[</math>, we have that
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<div style="text-align:center;"><math>\int\limits_{\gamma }{f(z)dBz}=0.</math></div>
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'''Proof:''' By the Cauchy-Riemann partial differential equations and Green's theorem, with <math>x := \text{Re} \, z, y := \text{Im} \, z, u := \text{Re} \, f, v := \text{Im} \, f</math> and <math>{A}^{-} := \{z \in A : z + h + ih \in A\}</math>, we have that
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<div style="text-align:center;"><math>\int\limits_{\gamma }{f(z)dBz}=\int\limits_{\gamma }{\left( u+iv \right)\left( dBx+idBy \right)}=\int\limits_{z\in {{A}^{-}}}{\left( i\left( \frac{\partial Bu}{\partial Bx}-\frac{\partial Bv}{\partial By} \right)-\left( \frac{\partial Bv}{\partial Bx}+\frac{\partial Bu}{\partial By} \right) \right)dB(x,y)}=0.\square</math></div>
  
== Proof and algorithm ==
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=== Fundamental theorem of algebra ===
First, normalise and scale <math>{b}^{T}y - {c}^{T}x \le 0, Ax \le b</math> as well as <math>{A}^{T}y \ge c</math>. Let the <em>height</em> <math>h</math> have the initial value <math>h_0 := s |\min \; \{b_1, ..., b_m, -d_1, ..., -d_n\}|</math> for the <em>elongation factor</em> <math>s \in \, ]1, 2]</math>.</br>
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For every non-constant polynomial <math>p \in {}^{(\omega)}\mathbb{C}</math>, there exists some <math>z \in {}^{(\omega)}\mathbb{C}</math> such that <math>p(z) = 0</math>.
The LP min <math>\{h \in [0, h_0] : x \in {}^{\omega}\mathbb{R}_{\ge 0}^{n}, y \in {}^{\omega}\mathbb{R}_{\ge 0}^{m},{b}^{T}y - {c}^{T}x \le h, Ax - b \le (h, ..., h)^T \in {}^{\omega}\mathbb{R}_{\ge 0}^{m}, c - {A}^{T}y \le (h, ..., h)^T \in {}^{\omega}\mathbb{R}_{\ge 0}^{n}\}</math> has <math>k</math> constraints and the feasible starting point <math>(x_0, y_0, h_0/s)^{T} \in {}^{\omega}\mathbb{R}_{\ge 0}^{m+n+1}</math>, e.g. <math>(0, 0, h_0/s)^{T}</math>.</br>
 
It identifies the mutually dual LPs max <math>\{{c}^{T}x : c \in {}^{\omega}\mathbb{R}^{n}, x \in {P}_{\ge 0}\}</math> and min <math>\{{b}^{T}y : y \in {}^{\omega}\mathbb{R}_{\ge 0}^{m}, {A}^{T}y \ge c\}</math>.
 
  
Let the point <math>p := (x, y, h)^T</math> approximate the subpolytope’s centre of gravity <math>P^*</math> as <math>p_k^* := (\min p_k + \max p_k)/2</math> until <math>{|| \Delta p ||}_{1}</math> is sufficiently small. Here <math>x</math> takes precedence over <math>y</math>. Then extrapolate <math>p</math> via <math>{p}^{*}</math> into <math>\partial P^*</math> as <math>u</math>. Put <math>p := p^* + (u - p^*)/s</math> to shun <math>\partial P^*</math>. Hereon approximate <math>p</math> more deeply again as centre of gravity. After optionally solving all LPs min<math>{}_{k} {h}_{k}</math> by bisection methods for <math>{h}_{k} \in {}^{\omega}\mathbb{R}_{\ge 0}</math> in <math>\mathcal{O}({\vartheta}^{2})</math> each time, <math>v \in {}^{\omega}\mathbb{R}^{k}</math> may be determined such that <math>v_k := \Delta{p}_{k} \Delta{h}_{k}/r</math> and <math>r :=</math> min<math>{}_{k} \Delta{h}_{k}</math>. Simplified let <math>|\Delta{p}_{1}| = ... = |\Delta{p}_{m+n}|</math>.
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'''Indirect proof:''' By performing an affine substitution of variables, reduce to the case <math>1/p(0) \ne \mathcal{O}(\text{d0})</math>. Suppose that <math>p(z) \ne 0</math> for all <math>z \in {}^{(\omega)}\mathbb{C}</math>.
  
Here min <math>{h}_{m+n+1}</math> may be solved for <math>p^* := p + tv</math> where <math>t \in {}^{\omega}\mathbb{R}_{\ge 0}</math> and <math>{v}_{m+n+1} = 0</math>. If min<math>{}_{k} {h}_{k} r = 0</math> follows, end, otherwise start over until min <math>h = 0</math> or min <math>h &gt; 0</math> is certain. If necessary, relax the constraints temporarily by the same small modulus.</br>
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Since <math>f(z) := 1/p(z)</math> is holomorphic, it holds that <math>f(1/\text{d0}) = \mathcal{O}(\text{d0})</math>. By the mean value inequality <math>|f(0)| \le {|f|}_{\gamma}</math> for <math>\gamma = \partial\mathbb{B}_{r}(0)</math> and arbitrary <math>r \in {}^{(\omega)}\mathbb{R}_{&gt;0}</math>, and hence <math>f(0) = \mathcal{O}(\text{d0})</math>, which is a contradiction.<math>\square</math>
Since almost every iteration step in <math>\mathcal{O}({\omega\vartheta}^{2})</math> halves <math>h</math> at least, the strong duality theorem yields the result.<math>\square</math>
 
  
 
== Recommended readings ==
 
== Recommended readings ==

Revision as of 04:19, 1 February 2021

Welcome to MWiki

Theorems of the month

Cauchy's integral theorem

Given the neighbourhood relations [math]\displaystyle{ B \subseteq {A}^{2} }[/math] and [math]\displaystyle{ D \subseteq [a, b] }[/math] for some simply connected [math]\displaystyle{ h }[/math]-set [math]\displaystyle{ A \subseteq {}^{\omega}\mathbb{C} }[/math], infinitesimal [math]\displaystyle{ h }[/math], a holomorphic function [math]\displaystyle{ f: A \rightarrow {}^{\omega}\mathbb{C} }[/math] and a closed path [math]\displaystyle{ \gamma: [a, b[\rightarrow \partial A }[/math], choosing [math]\displaystyle{ \curvearrowright B \gamma(t) = \gamma(\curvearrowright D t) }[/math] for [math]\displaystyle{ t \in [a, b[ }[/math], we have that

[math]\displaystyle{ \int\limits_{\gamma }{f(z)dBz}=0. }[/math]

Proof: By the Cauchy-Riemann partial differential equations and Green's theorem, with [math]\displaystyle{ x := \text{Re} \, z, y := \text{Im} \, z, u := \text{Re} \, f, v := \text{Im} \, f }[/math] and [math]\displaystyle{ {A}^{-} := \{z \in A : z + h + ih \in A\} }[/math], we have that

[math]\displaystyle{ \int\limits_{\gamma }{f(z)dBz}=\int\limits_{\gamma }{\left( u+iv \right)\left( dBx+idBy \right)}=\int\limits_{z\in {{A}^{-}}}{\left( i\left( \frac{\partial Bu}{\partial Bx}-\frac{\partial Bv}{\partial By} \right)-\left( \frac{\partial Bv}{\partial Bx}+\frac{\partial Bu}{\partial By} \right) \right)dB(x,y)}=0.\square }[/math]

Fundamental theorem of algebra

For every non-constant polynomial [math]\displaystyle{ p \in {}^{(\omega)}\mathbb{C} }[/math], there exists some [math]\displaystyle{ z \in {}^{(\omega)}\mathbb{C} }[/math] such that [math]\displaystyle{ p(z) = 0 }[/math].

Indirect proof: By performing an affine substitution of variables, reduce to the case [math]\displaystyle{ 1/p(0) \ne \mathcal{O}(\text{d0}) }[/math]. Suppose that [math]\displaystyle{ p(z) \ne 0 }[/math] for all [math]\displaystyle{ z \in {}^{(\omega)}\mathbb{C} }[/math].

Since [math]\displaystyle{ f(z) := 1/p(z) }[/math] is holomorphic, it holds that [math]\displaystyle{ f(1/\text{d0}) = \mathcal{O}(\text{d0}) }[/math]. By the mean value inequality [math]\displaystyle{ |f(0)| \le {|f|}_{\gamma} }[/math] for [math]\displaystyle{ \gamma = \partial\mathbb{B}_{r}(0) }[/math] and arbitrary [math]\displaystyle{ r \in {}^{(\omega)}\mathbb{R}_{>0} }[/math], and hence [math]\displaystyle{ f(0) = \mathcal{O}(\text{d0}) }[/math], which is a contradiction.[math]\displaystyle{ \square }[/math]

Recommended readings

Nonstandard Mathematics