English

Two New Bounds on the Random-Edge Simplex Algorithm

Combinatorics 2008-07-15 v2 Optimization and Control

Abstract

We prove that the Random-Edge simplex algorithm requires an expected number of at most 13n/sqrt(d) pivot steps on any simple d-polytope with n vertices. This is the first nontrivial upper bound for general polytopes. We also describe a refined analysis that potentially yields much better bounds for specific classes of polytopes. As one application, we show that for combinatorial d-cubes, the trivial upper bound of 2^d on the performance of Random-Edge can asymptotically be improved by any desired polynomial factor in d.

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Cite

@article{arxiv.math/0502025,
  title  = {Two New Bounds on the Random-Edge Simplex Algorithm},
  author = {Bernd Gärtner and Volker Kaibel},
  journal= {arXiv preprint arXiv:math/0502025},
  year   = {2008}
}

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10 pages