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.
Author: | Karl-Heinz Küfer |
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URN: | urn:nbn:de:hbz:386-kluedo-50539 |
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) |