Probabilistic Models for Linear Programming

DOI10.1287/MOOR.16.4.671MaRDI QIDQ3989814zbMATH OpenOpenAlexFDO

Authors Michael J. Todd

Publication date 28 June 1992

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/8719

zbMATH Keywords

random linear programmingprobabilistic modelsKarmarkar's algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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• Average case complexity results for a centering algorithm for linear programming problems under Gaussian distributions
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• Degeneracy graphs: Theory and applications. An updated survey
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• Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments
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• Probabilistic analysis of a differential equation for linear programming
• Interior-point methods: Worst case and average case analysis of a phase-I algorithm and a termination procedure.
• Halting time is predictable for large models: a universality property and average-case analysis
• Scaling and universality of the complexity of analog computation
• On the probabilistic complexity of finding an approximate solution for linear programming
• Average number of iterations of some polynomial interior-point -- algorithms for linear programming

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