An improved asymptotic analysis of the expected number of pivot steps required by the simplex algorithm

An improved asymptotic analysis of the expected number of pivot steps required by the simplex algorithm

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Article ID: iaor19972539
Country: Germany
Volume: 44
Issue: 2
Start Page Number: 147
End Page Number: 170
Publication Date: Sep 1996
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

Let equ1 be i.i.d. points uniformly on the unit sphere in equ2, equ3, and let equ4 equ5equ6equ7 be the random polyhedron generated by equ8. Furthermore, for linearly independent vectors u equ9 in equ10, let equ11 be the number of shadow vertices of X in span equ12. The paper provides an asymptotic expansion of the expectation value equ13 for fixed n and equ14, equ15 equals the expected number of pivot steps that the shadow vertex algorithm - a parametric variant of the simplex algorithm - requires in order to solve linear programming problems of type equ16, equ17, if the algorithm will be started with an X-vertex solving the problem, equ18, equ19. The present analysis is closely related to Borgward's probabilistic analysis of the simplex algorithm. The paper obtains a refined asymptotic analysis of the expected number of pivot steps required by the shadow vertex algorithm for uniformly on the sphere distributed data.

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