• Title of article

    Average case complexity results for a centering algorithm for linear programming problems under Gaussian distributions

  • Author/Authors

    Petra Huhn ، نويسنده , , Verena Wehlitz، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    13
  • From page
    377
  • To page
    389
  • Abstract
    To solve linear programming problems by interior point methods an approximately centered interior point has to be known. Such a point can be found by an algorithmic approach – a so-called phase 1 algorithm or centering algorithm. For random linear programming problems distributed according to the rotation symmetry model, especially with normal distribution, we present probabilistic results on the quality of the origin as starting point and the average number of steps of a centering algorithm.
  • Keywords
    Linear programming , Interior point methods , Average case complexity of algorithms
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2009
  • Journal title
    European Journal of Operational Research
  • Record number

    1313507