The average number of pivot steps of the simplex-algorithm based on a generalized rotation-symmetry-model (Q486944)

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scientific article; zbMATH DE number 6387658
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    The average number of pivot steps of the simplex-algorithm based on a generalized rotation-symmetry-model
    scientific article; zbMATH DE number 6387658

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      The average number of pivot steps of the simplex-algorithm based on a generalized rotation-symmetry-model (English)
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      19 January 2015
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      The authors analyze the average number of pivot steps in the simplex method. They generalize the results of Borgwardt (who assumed the rotation-symmetry-model) to cylindric distributions. The new approach allows to analyze the problems with arbitrary (not necessarily positive) right hand sides of the constraints. These results follow from the solution of a problem from stochastic geometry, closely related to the results of Renyi and Sulanke.
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      linear programming
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      simplex method
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      probabilistic analysis
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      average case analysis
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      stochastic geometry
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      rotation symmetry model
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