On the variance of the number of pivot steps required by the simplex algorithm |
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| Authors: | Karl-Heinz Küfer |
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| Institution: | (1) Dept. of Mathematics, University of Kaiserslautern, Erwin-Schrödinger-Str., P.O. Box 3049, 67663 Kaiserslautern, Germany |
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| Abstract: | 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 then-dimensional unit ball. |
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