Randomized Simplex Algorithms
Published Online: 15 SEP 2010
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Gärtner, B. 2010. Randomized Simplex Algorithms. Wiley Encyclopedia of Operations Research and Management Science.
- Published Online: 15 SEP 2010
A randomized simplex algorithm is a variant of the simplex method in which the rule for choosing the entering variable is randomized. This means that in each pivot step, the choice of the entering variable may depend in a well-defined way on the outcome of a random experiment. The performance of a randomized simplex algorithm on a given linear program is measured in terms of the expected number of pivot steps taken. Randomized simplex algorithms are studied in the context of the complexity of the simplex method. Randomization allows to beat the known worst-case complexity bounds of deterministic simplex algorithms.
- randomized simplex algorithm;
- worst-case analysis;
- polytope digraphs;
- Hirsch conjecture;
- LP-type problems