How fast does the simplex method usually work? Or: the search for (stochastic) independence (Q2249095)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | How fast does the simplex method usually work? Or: the search for (stochastic) independence |
scientific article |
Statements
How fast does the simplex method usually work? Or: the search for (stochastic) independence (English)
0 references
8 July 2014
0 references
The results of the investigations in average case complexity of the simplex algorithm are reviewed. The review is oriented to a broad audience: it starts with a verbal description of the simplex algorithm, and an explanation of the concepts of worst case and average case analysis. The main part of the paper is focused on the description and discussion of successful ideas of the probabilistic analysis of the simplex algorithm.
0 references
linear programming
0 references
simplex algorithm
0 references
average case complexity
0 references
probabilistic analysis
0 references