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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.

Let \(a_i i:= 1,\dots,m.\) be an i.i.d. sequence taking values in \(\mathbb{R}^n\). Whose convex hull is interpreted as a stochastic polyhedron \(P\). For a special class of random variables which decompose additively relative to their boundary simplices, eg. the volume of \(P\), integral representations of their first two moments are given which lead to asymptotic estimations of variances for special "additive variables" known from stochastic approximation theory in case of rotationally symmetric distributions.

Let \(a_1,\dots,a_m\) be independent random points in \(\mathbb{R}^n\) that are independent and identically distributed spherically symmetrical in \(\mathbb{R}^n\). Moreover, let \(X\) be the random polytope generated as the convex hull of \(a_1,\dots,a_m\) and let \(L_k\) be an arbitrary \(k\)-dimensional
subspace of \(\mathbb{R}^n\) with \(2\le k\le n-1\). Let \(X_k\) be the orthogonal projection image of \(X\) in \(L_k\). We call those vertices of \(X\), whose projection images in \(L_k\) are vertices of \(X_k\)as well shadow vertices of \(X\) with respect to the subspace \(L_k\) . We derive a distribution independent sharp upper bound for the expected number of shadow vertices of \(X\) in \(L_k\).

Let (\(a_i)_{i\in \bf{N}}\) be a sequence of identically and independently distributed random vectors drawn from the \(d\)-dimensional unit ball \(B^d\)and let \(X_n\):= convhull \((a_1,\dots,a_n\)) be the random polytope generated by \((a_1,\dots\,a_n)\). Furthermore, let \(\Delta (X_n)\) : = (Vol \(B^d\) \ \(X_n\)) be the deviation of the polytope's volume from the volume of the ball. For uniformly distributed \(a_i\) and \(d\ge2\), we prove that tbe limiting distribution of \(\frac{\Delta (X_n)} {E(\Delta (X_n))}\) for \(n\to\infty\) satisfies a 0-1-law. Especially, we provide precise information about the asymptotic behaviour of the variance of \(\Delta (X_n\)). We deliver analogous results for spherically symmetric distributions in \(B^d\) with regularly varying tail.

Let \(a_1,\dots,a_m\) be i.i .d. vectors uniform on the unit sphere in \(\mathbb{R}^n\), \(m\ge n\ge3\) and let \(X\):= {\(x \in \mathbb{R}^n \mid a ^T_i x\leq 1\)} be the random polyhedron generated by. Furthermore, for linearly independent vectors \(u\), \(\bar u\) in \(\mathbb{R}^n\), let \(S_{u, \bar u}(X)\) be the number of shadow vertices of \(X\) in \(span (u, \bar u\)). The paper provides an asymptotic expansion of the expectation value \(E (S_{u, \bar u})\) for fixed \(n\) and \(m\to\infty\). The first terms of the expansion are given explicitly. Our investigation of \(E (S_{u, \bar u})\) is closely connected to Borgwardt's probabilistic analysis of the shadow vertex algorithm - a parametric variant of the simplex algorithm. We obtain an improved asymptotic upper bound for the number of pivot steps required by the shadow vertex algorithm for uniformly on the sphere distributed data.

Let \(A\):= {\(a_i\mid i= 1,\dots,m\)} be an i.i.d. random sample in (\mathbb{R}^n\), which we consider a random polyhedron, either as the convex hull of the \(a_i\) or as the intersection of halfspaces {\(x \mid a ^T_i x\leq 1\)}. We introduce a class of polyhedral functionals we will call "additive-type functionals", which covers a number of polyhedral functionals discussed in different mathematical fields, where the emphasis in our contribution will be on those, which arise in linear optimization theory. The class of additive-type functionals is a suitable setting in order to unify and to simplify the asymptotic probabilistic analysis of first and second moments of polyhedral functionals. We provide examples of asymptotic results on expectations and on variances.

Let \(a_1,\dots,a_n\) be independent random points in \(\mathbb{R}^d\) spherically symmetrically but not necessarily identically distributed. Let \(X\) be the random polytope generated as the convex hull of \(a_1,\dots,a_n\) and for any \(k\)-dimensional subspace \(L\subseteq \mathbb{R}^d\) let \(Vol_L(X) :=\lambda_k(L\cap X)\) be the volume of \(X\cap L\) with respect to the \(k\)-dimensional Lebesgue measure \(\lambda_k, k=1,\dots,d\). Furthermore, let \(F^{(i)}\)(t):= \(\bf{Pr}\) \(\)(\(\Vert a_i \|_2\leq t\)),
\(t \in \mathbb{R}^+_0\) , be the radial distribution function of \(a_i\). We prove that the expectation
functional \(\Phi_L\)(\(F^{(1)}, F^{(2)},\dots, F^{(n)})\) := \(E(Vol_L(X)\)) is strictly decreasing in
each argument, i.e. if \(F^{(i)}(t) \le G^{(i)}(t)t\), \(t \in {R}^+_0\), but \(F^{(i)} \not\equiv G^{(i)}\), we show \(\Phi\) \((\dots, F^{(i)}, \dots\)) > \(\Phi(\dots,G^{(i)},\dots\)). The proof is clone in the more general framework
of continuous and \(f\)- additive polytope functionals.

Let \(a_1, i:=1,\dots,m\), be an i.i.d. sequence taking values in \(\mathbb{R}^n\), whose convex hull is interpreted as a stochastic polyhedron \(P\). For a special class of random variables, which decompose additively relative to their boundary simplices, eg. the volume of \(P\), simple integral representations of its first two moments are given in case of rotationally symmetric distributions in order to facilitate estimations of variances or to quantify large deviations from the mean.

Despite their very good empirical performance most of the simplex algorithm's variants require exponentially many pivot steps in terms of the problem dimensions of the given linear programming problem (LPP) in worst-case situtation. The first to explain the large gap between practical experience and the disappointing worst-case was Borgwardt (1982a,b), who could prove polynomiality on tbe average for a certain variant of the algorithm-the " Schatteneckenalgorithmus (shadow vertex algorithm)" - using a stochastic problem simulation.