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Random linear programs with many variables and few constraints

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Abstract

We extend and simplify Smale's work on the expected number of pivots for a linear program with many variables and few constraints. Our analysis applies to new versions of the simplex algorithm and to new random distributions.

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Blair, C. Random linear programs with many variables and few constraints. Mathematical Programming 34, 62–71 (1986). https://doi.org/10.1007/BF01582163

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  • DOI: https://doi.org/10.1007/BF01582163

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