| Article ID: | iaor19961794 |
| Country: | Germany |
| Volume: | 42 |
| Issue: | 1 |
| Start Page Number: | 1 |
| End Page Number: | 24 |
| Publication Date: | Jul 1995 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Kfer K.-H. |
The article provides an asymptotic probabilistic analysis of the variance of the number of pivot steps required by phase II of the ‘shadow vertex algorithm’-a parametric variant of the simplex algorithm, which has been proposed by Borgwardt. The analysis is done for data which satisfy a rotationally invariant distribution law in the