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On the Variance of the Number of Pivot Steps Required by the Simplex Algorithm

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Operations Research ’92

Abstract

Introduction: Despite their very good empirical performance the known variants of the simplex algorithm require exponentially many pivot steps in terms of the problem dimensions of the given linear programming problem (LPP) in worst-case situtation. The first to explain the large gap between practical experience and the disappointing worstcase was Borgwardt (1982a,b), who could prove polynomiality on the average for a certain variant of the algorithm—the “Schatteneckenalgorithmus (shadow vertex algorithm)”—using a stochastic problem simulation.

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References

  1. Borgwardt, K. H. (1982) Some Distribution-Independent Results About tbe Asymptotic Order of the Average Number of Pivot Steps of tbe Simplex Method. Math. of O R. 7: 441–462.

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  2. Borgwardt, K. H. (1982) The Average Number of Pivot Steps Required by Tbe Simplex Method is Polynomial. Z. f. O. R.: 157–177.

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  3. Küfer, K. H. (1992) Asymptotische Varianzanalysen in der stochastischen Polyedertheorie. Dissertation, Universität Kaiserslautern.

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  4. Küfer, K. H. (1992) A Simple Integral Representation for the Second Moments of Additive Random Variables on Stochastic Polyhedra. To appear, Preprint Universität Kaiserslautern.

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  5. Küfer, K. H. (1992) On tbe Variance of tbe Number of Pivot Steps Required by the Simplex Algorithm. To appear, Preprint Universität Kaiserslautern

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  6. Shamir, R. (1987) The Efficiency of tbe Simplex Method: A Survey Management Science 33: 241–262.

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© 1993 Springer-Verlag Berlin Heidelberg

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Küfer, KH. (1993). On the Variance of the Number of Pivot Steps Required by the Simplex Algorithm. In: Karmann, A., Mosler, K., Schader, M., Uebe, G. (eds) Operations Research ’92. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-12629-5_61

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  • DOI: https://doi.org/10.1007/978-3-662-12629-5_61

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0679-3

  • Online ISBN: 978-3-662-12629-5

  • eBook Packages: Springer Book Archive

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