A note on probability assignments in estimating the time to solve linear programs

B. R. Feiring, Edwin Tai Chiu Cheng, C. R. Bector

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Abstract

Exterior-point linear programming algorithms have been modelled as a Markov chain in order to model the transitions between extreme points. This approach is useful in that it ultimately provides a confidence interval on the expected number of pivots.This paper provides an alternative to the assumption of equally likelihood from one state to animproved state. Other considerations such as cycling and multiple solutions are considered.
Original languageEnglish
Pages (from-to)65-67
Number of pages3
JournalApplied Mathematics Letters
Volume4
Issue number2
DOIs
Publication statusPublished - 1 Jan 1991
Externally publishedYes

ASJC Scopus subject areas

  • Applied Mathematics

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