Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorBorgwardt, Karl Heinz. author
TitleThe Simplex Method [electronic resource] : A Probabilistic Analysis / by Karl Heinz Borgwardt
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1987
Connect to
Descript XII, 270 p. 3 illus. online resource


For more than 35 years now, George B. Dantzig's Simplex-Method has been the most efficient mathematical tool for solving linear programming problems. It is probaยญ bly that mathematical algorithm for which the most computation time on computers is spent. This fact explains the great interest of experts and of the public to understand the method and its efficiency. But there are linear programming problems which will not be solved by a given variant of the Simplex-Method in an acceptable time. The discrepancy between this (negative) theoretical result and the good practical behaviour of the method has caused a great fascination for many years. While the "worst-case analysis" of some variants of the method shows that this is not a "good" algorithm in the usual sense of complexity theory, it seems to be useful to apply other criteria for a judgement concerning the quality of the algorithm. One of these criteria is the average computation time, which amounts to an analยญ ysis of the average number of elementary arithmetic computations and of the number of pivot steps. A rigid analysis of the average behaviour may be very helpful for the decision which algorithm and which variant shall be used in practical applications. The subject and purpose of this book is to explain the great efficiency in pracยญ tice by assuming certain distributions on the "real-world" -problems. Other stochastic models are realistic as well and so this analysis should be considered as one of many possibilities


0 Introduction -- Formulation of the problem and basic notation -- 1 The problem -- A Historical Overview -- 2 The gap between worst case and practical experience -- 3 Alternative algorithms -- 4 Results of stochastic geometry -- 5 The results of the author -- 6 The work of Smale -- 7 The paper of Haimovich -- 8 Quadratic expected number of steps for sign-invariance model -- Discussion of different stochastic models -- 9 What is the โ{128}{156}Real World Modelโ{128}{157}? -- Outline of Chapters 1โ{128}{147}5 -- 10 The basic ideas and the methods of this book -- 11 The results of this book -- 12 Conclusion and conjectures -- 1 The Shadow-Vertex Algorithm -- 1 Primal interpretation -- 2 Dual interpretation -- 3 Numerical realization of the algorithm -- 4 The algorithm for Phase I -- 2 The Average Number of Pivot Steps -- 1 The probability space -- 2 An integral formula for the expected number of S -- 3 A transformation of coordinates -- 4 Generalizations -- 3 The Polynomiality of the Expected Number of Steps -- 1 Comparison of two integrals -- 2 An application of Cavalieriโ{128}{153}s Principle -- 3 The influence of the distribution -- 4 Evaluation of the quotient -- 5 The average number of steps in our complete Simplex-Method -- 4 Asymptotic Results -- 1 An asymptotic upper bound in integral form -- 2 Asymptotic results for certain classes of distributions -- 3 Special distributions with bounded support -- 4 Asymptotic bounds under uniform distributions -- 5 Asymptotic bounds under Gaussian distribution -- 5 Problems with Nonnegativity Constraints -- 1 The geometry -- 2 The complete solution method -- 3 A simplification of the boundary-condition -- 4 Explicit formulation of the intersection-condition -- 5 Componentwise sign-independence and the intersection condition -- 6 The average number of pivot steps -- 6 Appendix -- 1 Gammafunction and Betafunction -- 2 Unit ball and unit sphere -- 3 Estimations under variation of the weights -- References

Mathematics Combinatorics Mathematics Combinatorics


Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network


facebook   instragram