A Note on the Distribution of the Number of Simplex Iterations to Optimality
In this note, we present a simulation exploring the distribution of the number of simplex iterations required to obtain the optimal solution of a randomly-generated linear programming problem of a given size and type. We use a Chi-square goodness-of-fit test to show that the distribution appears to be well-fit by a gamma distribution.
AMS Subject Classification90C05 60E05
KeywordsSimplex algorithm Gamma distribution Maximum likelihood estimator Chi-square test
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- Rice, J.A., 2007. Mathematical Statistics and Data Analysis, 3rd edition, Duxbury Advanced Series, California, Chapter 8.Google Scholar