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A simplex algorithm whose average number of steps is bounded between two quadratic functions of the smaller dimension
 JOURNAL OF THE ACM
, 1985
"... It has been a challenge for mathematicians to confirm theoretically the extremely good performance of simplextype algorithms for linear programming. In this paper the average number of steps performed by a simplex algorithm, the socalled selfdual method, is analyzed. The algorithm is not started ..."
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Cited by 30 (2 self)
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It has been a challenge for mathematicians to confirm theoretically the extremely good performance of simplextype algorithms for linear programming. In this paper the average number of steps performed by a simplex algorithm, the socalled selfdual method, is analyzed. The algorithm is not started at the traditional point (1,..., but points of the form (1, e, e2,...)T, with t sufficiently small, are used. The result is better, in two respects, than those of the previous analyses. First, it is shown that the expected number of steps is bounded between two quadratic functions cl(min(m, n))' and cz(min(m, n)) ' of the smaller dimension of the problem. This should be compared with the previous two major results in the field. Borgwardt proves an upper bound of 0(n4m1'(n1') under a model that implies that the zero vector satisfies all the constraints, and also the algorithm under his consideration solves only problems from that particular subclass. Smale analyzes the selfdual algorithm starting at (1,..., He shows that for any fixed m there is a constant c(m) such the expected number of steps is less than ~(m)(lnn)"'("+~); Megiddo has shown that, under Smale's model, an upper bound C(m) exists. Thus, for the first time, a polynomial upper bound with no restrictions (except for nondegeneracy) on the problem is proved, and, for the first time, a nontrivial lower bound of precisely the same order of magnitude is established. Both Borgwardt and Smale require the input vectors to be drawn from
On Fourier's Algorithm for Linear Arithmetic
 Journal of Automated Reasoning
, 1992
"... In the 1820's Fourier provided the first algorithm for solving linear arithmetic constraints. In other words, this algorithm determines whether or not the polyhedral set associated with the constraints is empty. We show here that Fourier's algorithm has an important hidden property: in effect it ..."
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Cited by 27 (4 self)
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In the 1820's Fourier provided the first algorithm for solving linear arithmetic constraints. In other words, this algorithm determines whether or not the polyhedral set associated with the constraints is empty. We show here that Fourier's algorithm has an important hidden property: in effect it also computes the affine hull of the polyhedral set. This result is established by making use of a recent theorem on the independence of negative constraints.
Intrinsic volumes of symmetric cones
, 1205
"... We compute the intrinsic volumes of the cone of positive semidefinite matrices over the real numbers, over the complex numbers, and over the quaternions, in terms of integrals related to Mehta’s integral. Several applications for the probabilistic analysis of semidefinite programming are given. ..."
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Cited by 1 (1 self)
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We compute the intrinsic volumes of the cone of positive semidefinite matrices over the real numbers, over the complex numbers, and over the quaternions, in terms of integrals related to Mehta’s integral. Several applications for the probabilistic analysis of semidefinite programming are given.