How to determine simplex time complexity (ie Max flow)

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Simplex algorithm is said to have exponential worst case time complexity. Yet it is still often used in practice. How can you determine the average time complexity for a certain

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  •  囚心锁ツ
    2021-02-14 09:49

    The average case complexity is rather difficult to analyze and it depends on the distribution of your linear program. I believe that it was worked out to be polynomial time under some common distributions. I currently cannot find the paper though.

    EDIT: Yes, here are the sources:

    Nocedal, J. and Wright, S. J. Numerical Optimization. New York: Springer-Verlag, 1999.

    Forsgren, A.; Gill, P. E.; and Wright, M. H. "Interior Methods for Nonlinear Optimization." SIAM Rev. 44, 525-597, 2002.

    I read it in the first book and apparently it was proven in a separate paper (Forsgren). You could find either in a university library.

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