How fast does the simplex method usually work? Or: the search for (stochastic) independence (Q2249095)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How fast does the simplex method usually work? Or: the search for (stochastic) independence |
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How fast does the simplex method usually work? Or: the search for (stochastic) independence (English)
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8 July 2014
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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.
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linear programming
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simplex algorithm
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average case complexity
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probabilistic analysis
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