What is the Worst Case Behavior of the Simplex Algorithm?
نویسنده
چکیده
The examples published by Klee and Minty in 1972 do not preclude the existence of a pivot rule which will make the simplex method, at worst, polynomial. In fact, the continuing success of Dantzig's method suggests that such a rule does exist. A study of known examples shows that (a) those which use selective pivot rules require exponentially large coe cients, and (b) none of the examples' pivot rules are typically used in practice, either because of computational requirements or due to a lack of even-handed movement through the column set. In all bad problems, certain improving columns are entered ≈ 2m−2 times before other improving columns are entered once. This is done by making the unused columns appear to yield small objective function improvement. The purpose of this paper is to explain the Klee Minty and Jeroslow constructions, show how they can be modi ed to be pathological with small integral coe cients, and then suggest a least entered pivot rule which forces an improving column to be entered before any other column is entered for the second time. This rule seems immune to the deformed product construction which is the essence of all known exponential counterexamples.
منابع مشابه
A ug 2 00 4 The Simplex Algorithm in Dimension Three 1
We investigate the worst-case behavior of the simplex algorithm on linear programs with three variables, that is, on 3-dimensional simple polytopes. Among the pivot rules that we consider, the “random edge” rule yields the best asymptotic behavior as well as the most complicated analysis. All other rules turn out to be much easier to study, but also produce worse results: Most of them show esse...
متن کاملIn defense of the Simplex Algorithm's worst-case behavior
In the early 1970s, by work of Klee and Minty (1972) and Zadeh (1973), the Simplex Method, the Network Simplex Method, and the Successive Shortest Path Algorithm have been proved guilty of exponential worst-case behavior (for certain pivot rules). Since then, the common perception is that these algorithms can be fooled into investing senseless effort by ‘bad instances’ such as, e. g., Klee-Mint...
متن کاملThe Simplex Algorithm in Dimension Three
We investigate the worst-case behavior of the simplex algorithm on linear programs with 3 variables, that is, on 3-dimensional simple polytopes. Among the pivot rules that we consider, the “random edge” rule yields the best asymptotic behavior as well as the most complicated analysis. All other rules turn out to be much easier to study, but also produce worse results: Most of them show essentia...
متن کاملAn Efficient Extension of Network Simplex Algorithm
In this paper, an efficient extension of network simplex algorithm is presented. In static scheduling problem, where there is no change in situation, the challenge is that the large problems can be solved in a short time. In this paper, the Static Scheduling problem of Automated Guided Vehicles in container terminal is solved by Network Simplex Algorithm (NSA) and NSA+, which extended the stand...
متن کاملOptimizing the Static and Dynamic Scheduling problem of Automated Guided Vehicles in Container Terminals
The Minimum Cost Flow (MCF) problem is a well-known problem in the area of network optimisation. To tackle this problem, Network Simplex Algorithm (NSA) is the fastest solution method. NSA has three extensions, namely Network Simplex plus Algorithm (NSA+), Dynamic Network Simplex Algorithm (DNSA) and Dynamic Network Simplex plus Algorithm (DNSA+). The objectives of the research reported in this...
متن کامل