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

  • 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 [1] . The analysis is done for data which satisfy a rotationally invariant distribution law in the \(n\)-dimensional unit ball.

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Author:Karl-Heinz Küfer
Series (Serial Number):Preprints (rote Reihe) des Fachbereich Mathematik (248)
Document Type:Report
Language of publication:English
Date of Publication (online):2017/11/09
Year of first Publication:1993
Publishing Institution:Technische Universität Kaiserslautern
Date of the Publication (Server):2017/11/09
Page Number:19
Faculties / Organisational entities:Kaiserslautern - Fachbereich Mathematik
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
Licence (German):Creative Commons 4.0 - Namensnennung, nicht kommerziell, keine Bearbeitung (CC BY-NC-ND 4.0)