Fourier–Motzkin elimination

From formulasearchengine
Jump to navigation Jump to search

Template:Inline Template:Expand language Fourier–Motzkin elimination, also known as the FME method, is a mathematical algorithm for eliminating variables from a system of linear inequalities. It can output real solutions.

The algorithm is named after Joseph Fourier and Theodore Motzkin.

Elimination

The elimination of a set of variables, say V, from a system of relations (here linear inequalities) refers to the creation of another system of the same sort, but without the variables in V, such that both systems have the same solutions over the remaining variables.

If all variables are eliminated from a system of linear inequalities, then one obtains a system of constant inequalities. It is then trivial to decide whether the resulting system is true or false. It is true if and only if the original system has solutions. As a consequence, elimination of all variables can be used to detect whether a system of inequalities has solutions or not.

Consider a system of inequalities with variables to , with the variable to be eliminated. The linear inequalities in the system can be grouped into three classes depending on the sign (positive, negative or null) of the coefficient for .

The original system is thus equivalent to

.

Elimination consists in producing a system equivalent to . Obviously, this formula is equivalent to

.

The inequality

is equivalent to inequalities , for and .

We have therefore transformed the original system into another system where is eliminated. Note that the output system has inequalities. In particular, if , then the number of output inequalities is .

Complexity

Running an elimination step over inequalities can result in at most inequalities in the output, thus running successive steps can result in at most , a double exponential complexity. This is due to the algorithm producing many unnecessary constraints (constraints that are implied by other constraints). The number of necessary constraints grows as a single exponential.[1] Unnecessary constraints may be detected using linear programming.

See also

  • Real closed field: the cylindrical algebraic decomposition algorithm performs quantifier elimination over polynomial inequalities, not just linear.

References

  1. David Monniaux, Quantifier elimination by lazy model enumeration, Computer aided verification (CAV) 2010.
  • {{#invoke:citation/CS1|citation

|CitationClass=book }}

  • {{#invoke:citation/CS1|citation

|CitationClass=book }}

|CitationClass=journal }}

External links

Template:Optimization algorithms