Purpose: Solve a linear program with constraints in fixed dimension in expected — linear in , which is exactly what low-dimensional geometry problems need.

The Idea: randomized incremental with backwards analysis

  1. Shuffle the constraints randomly.
  2. Add them one at a time, maintaining the current optimum .
  3. When constraint is added:
    • if already satisfies it, nothing changes — this is the common case;
    • otherwise the new optimum must lie on the boundary hyperplane of constraint . Project the previous constraints onto that hyperplane and solve a -dimensional LP recursively.

The analysis (backwards analysis)

After constraints have been added, the optimum is determined by exactly of them. Since the order was random, the probability that the -th constraint added is one of those is . So the expected cost is

The is harmless for or — which covers essentially every geometric LP that appears in practice.

Complexity

  • Time: expected
  • Space:
  • Deterministic alternative: Megiddo’s algorithm, — linear in but with a far worse constant

Backwards analysis is the real lesson

“What is the probability that the last element added was important?” is a remarkably powerful proof technique. It gives clean expected bounds for:

AlgorithmBackwards analysis says
Seidel’s LP\Pr[\text{i-th constraint is binding}] = d/i
Welzl’s minimum enclosing circle\Pr[\text{i-th point is on the circle}] = 3/i
Randomized incremental Delaunayexpected structural change per insertion
Randomized quicksortexpected
Treap depthexpected

Learning to run this argument is worth more than memorising any single algorithm on the list.

Contest applications of 2D/3D LP

  • Half-plane intersection feasibility — is the intersection of half-planes non-empty? That is a 2D LP.
  • Chebyshev centre — the largest inscribed circle in a convex polygon
  • Smallest enclosing circle — an LP-type problem; Welzl is the specialised version
  • Line fitting under — minimise the maximum vertical error, a 2D LP
  • Feasibility of difference constraints — although those are better solved by Bellman-Ford

LP-type problems

Seidel’s algorithm generalises to any LP-type problem: an optimisation over a set system with a well-defined “combinatorial dimension” , satisfying monotonicity and locality axioms. Minimum enclosing ball, minimum enclosing ellipsoid, smallest enclosing annulus, and distance between polytopes are all LP-type, and all solvable in expected for fixed dimension by the same framework (Sharir-Welzl, Matoušek-Sharir-Welzl).

Variants / Use Cases

  • Welzl’s algorithm — the minimum enclosing circle special case
  • Half-Plane Intersection — the construction when you need the whole region, not just a point
  • Simplex method — the general-purpose LP algorithm for large ; exponential worst case, excellent in practice
  • Geometry — the branch overview