研究人员发现了优化的最佳方法。
Researchers Discover the Optimal Way to Optimize

原始链接: https://www.quantamagazine.org/researchers-discover-the-optimal-way-to-optimize-20251013/

## 辛普莱克斯方法的持久遗产 1939年,乔治·丹齐格在不知情的情况下解决了最初作为作业分配的两个复杂的统计问题,由此开启了他彻底改变优化的职业生涯。二战期间,美国空军委托丹齐格改进资源分配,从而促使他发明了辛普莱克斯方法——一种高效解决复杂后勤问题的算法。 近80年来,辛普莱克斯方法一直是供应链和后勤决策的基石。尽管其在实践中速度很快,但一个理论问题一直存在:最坏情况表明其运行时间*可能*随着问题复杂度的增加而呈指数增长。 索菲·胡伊伯茨和埃莱昂·巴赫的最新研究现在解决了这一长期存在的问题。在先前研究的基础上,她们不仅加速了该算法,还提供了一个理论框架,证明了在实践中不太可能出现指数级运行时间。她们的突破受到了专家的赞扬,阐明了为什么辛普莱克斯方法即使在存在大量约束的情况下仍然非常高效,并巩固了它在现代问题解决中的持续相关性。该方法本质上将复杂问题转化为几何问题,找到通过多维形状的最有效路径——通过引入随机性使这项任务更加可靠,确保更快速、更可预测的解决方案。

Hacker News 新闻 | 过去 | 评论 | 提问 | 展示 | 招聘 | 提交 登录 研究人员发现优化的最佳方法 (quantamagazine.org) 11 分,来自 jnord 2 小时前 | 隐藏 | 过去 | 收藏 | 2 条评论 treetalker 28 分钟前 | 下一个 [–] > Bach 和 Huiberts 的努力对他们领域的同行具有理论意义,但这项工作尚未产生任何直接的实际应用。回复 fernly 7 分钟前 | 上一个 [–] 另一句好话,> 下一步的逻辑是发明一种随约束数量线性扩展的方法。“这是所有这些研究的北极星,”她说。但这需要一种全新的策略。“我们近期不太可能实现这一点。”回复 考虑申请 YC 的 2026 年冬季批次!申请截止日期为 11 月 10 日 指南 | 常见问题 | 列表 | API | 安全 | 法律 | 申请 YC | 联系方式 搜索:
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原文

In 1939, upon arriving late to his statistics course at the University of California, Berkeley, George Dantzig — a first-year graduate student — copied two problems off the blackboard, thinking they were a homework assignment. He found the homework “harder to do than usual,” he would later recount, and apologized to the professor for taking some extra days to complete it. A few weeks later, his professor told him that he had solved two famous open problems in statistics. Dantzig’s work would provide the basis for his doctoral dissertation and, decades later, inspiration for the film Good Will Hunting.

Dantzig received his doctorate in 1946, just after World War II, and he soon became a mathematical adviser to the newly formed U.S. Air Force. As with all modern wars, World War II’s outcome depended on the prudent allocation of limited resources. But unlike previous wars, this conflict was truly global in scale, and it was won in large part through sheer industrial might. The U.S. could simply produce more tanks, aircraft carriers and bombers than its enemies. Knowing this, the military was intensely interested in optimization problems — that is, how to strategically allocate limited resources in situations that could involve hundreds or thousands of variables.

The Air Force tasked Dantzig with figuring out new ways to solve optimization problems such as these. In response, he invented the simplex method, an algorithm that drew on some of the mathematical techniques he had developed while solving his blackboard problems almost a decade before.

Nearly 80 years later, the simplex method is still among the most widely used tools when a logistical or supply-chain decision needs to be made under complex constraints. It’s efficient and it works. “It has always run fast, and nobody’s seen it not be fast,” said Sophie Huiberts of the French National Center for Scientific Research (CNRS).

At the same time, there’s a curious property that has long cast a shadow over Dantzig’s method. In 1972, mathematicians proved that the time it takes to complete a task could rise exponentially with the number of constraints. So, no matter how fast the method may be in practice, theoretical analyses have consistently offered worst-case scenarios that imply it could take exponentially longer. For the simplex method, “our traditional tools for studying algorithms don’t work,” Huiberts said.

But in a new paper that will be presented in December at the Foundations of Computer Science conference, Huiberts and Eleon Bach, a doctoral student at the Technical University of Munich, appear to have overcome this issue. They’ve made the algorithm faster, and also provided theoretical reasons why the exponential runtimes that have long been feared do not materialize in practice. The work, which builds on a landmark result from 2001 by Daniel Spielman and Shang-Hua Teng, is “brilliant [and] beautiful,” according to Teng.

“It’s very impressive technical work, which masterfully combines many of the ideas developed in previous lines of research, [while adding] some genuinely nice new technical ideas,” said László Végh, a mathematician at the University of Bonn who was not involved in this effort.

The simplex method was designed to address a class of problems like this: Suppose a furniture company makes armoires, beds and chairs. Coincidentally, each armoire is three times as profitable as each chair, while each bed is twice as profitable. If we wanted to write this as an expression, using a, b and c to represent the amount of furniture produced, we would say that the total profit is proportional to 3a + 2b + c.

To maximize profits, how many of each item should the company make? The answer depends on the constraints it faces. Let’s say that the company can turn out, at most, 50 items per month, so a + b + c is less than or equal to 50. Armoires are harder to make — no more than 20 can be produced — so a is less than or equal to 20. Chairs require special wood, and it’s in limited supply, so c must be less than 24.

The simplex method turns situations like this — though often involving many more variables — into a geometry problem. Imagine graphing our constraints for a, b and c in three dimensions. If a is less than or equal to 20, we can imagine a plane on a three-dimensional graph that is perpendicular to the a axis, cutting through it at a = 20. We would stipulate that our solution must lie somewhere on or below that plane. Likewise, we can create boundaries associated with the other constraints. Combined, these boundaries can divide space into a complex three-dimensional shape called a polyhedron.

Sophie Huiberts holds a geometric model of an optimization problem.

Courtesy of Sophie Huiberts

The execution of the simplex algorithm from start to finish, represented geometrically, involves finding the path — from, say, the bottom vertex to the uppermost point — that involves the fewest steps or, equivalently, traces the fewest edges. The total number of steps, in turn, relates to the runtime (or “complexity”) of the algorithm, with the goal being to solve the problem in the minimum number of steps. Identifying the shortest route from bottom to top in this picture amounts to figuring out the most efficient form that such an algorithm can take.

Finding a quick and direct path might be easy, were it not for two things: First, the original shape is likely to be far more complicated than our example, with many more faces, vertices and edges. And second, there is no map to guide you. You can’t see the entire object you’re trying to navigate. Instead, you start at one vertex and make a choice regarding which edge to follow first. You do the same at the next vertex, and so on, not knowing for sure where the edge you chose will take you.

If you are extraordinarily unlucky, you could take the wrong turn at each vertex and get stuck in a labyrinth. “You could walk the longest possible path to get from A to B,” Bach said, “because at each corner there’s someone who tells you that you should go in the wrong direction.” That’s the kind of situation that could lead to the worst-case scenarios that take an exponential amount of time to complete.

In 2001, Spielman and Teng proved that the tiniest bit of randomness can help prevent such an outcome. Going back to the previous example — at the risk of greatly oversimplifying Spielman and Teng’s argument — let’s suppose that there are six choices at every corner you come to. If you’re always told the worst direction to go in, you’ll be in trouble. However, if you instead rely on a roll of the dice, you’ll have a five-out-of-six chance of avoiding the worst pick, and disaster may be averted. Injecting an element of randomness and uncertainty into the process is reasonable, given that in the real world, measurements are never exact. Spielman and Teng introduced randomness in an entirely different way, but they showed that the running time can never be worse than the number of constraints raised to a fixed power — for instance, n2 — which is an example of what’s called polynomial time. That’s a lot better than exponential time, which takes the form of, say, 2n.

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