How to determine simplex time complexity (ie Max flow)

南楼画角 提交于 2019-12-03 12:48:43

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.

If it is still interesting. Time complexity of simplex is O((n+m)*n).

n - number of variables.

m - inequality constraints.

Why? Because the number of iterations could be no more than n + m in case of n which is an upper bound on the numbers of vertices .

But this upper bound is exponential in n.

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