a simplex algorithm whose average number of steps is bounded between two quadratic functions of the smaller dimension
It has been a challenge for mathematicians to theoretically confirm the extremely good performance of simplex-type algorithms for linear programming. In this paper we analyze the average number of steps performed by a simplex algorithm so-called the self-dual method. Instead of starting the algorithm at the traditional point (1, ..., 1) T , we use points of the form (1, &egr;, &egr; 2 , ...) T , with &egr; sufficiently small. The result that we get is much better, in two respects, than those of the previous analyses. First, we show that the expected number of steps is bounded between two quadratic functions c 1 (min( m , n )) 2 and c 2 (min( m , n )) 2 of the smaller dimension of the problem. This should be compared with the previous two major results in the field. Borgwardt proves an upper bound of O ( n 4 m 1/( n -1) ) under a restrictive model which implies that the zero-vector satisfies all the constraints, and also the algorithm under his consideration solves only problems from the particular subclass. Smale analyzes a less restrictive algorithm. He shows that for any fixed m there is a constant c ( m ) such the expected number of steps is less than c ( m )(ln n ) m ( m +1) ; Megiddo has shown that, under Smale's model, an upper-bound C ( m ) exists. Thus, we prove for the first time a polynomial upper bound with no restrictions (except for non-degeneracy) on the problem, and establish for the first time a nontrivial lower bound of precisely the same order of magnitude. Secondly, our probabilistic model is much less restrictive than the previous ones. Both Borgwardt and Smale require the input vectors to be drawn from spherically
algorithm challenge performance linear programming paper point model vectorization constraint timing polynomial lower bound order input invariance distributed