Upper and Lower Bounds on the Smoothed Complexity of the Simplex Method

πŸ“… 2022-11-21
πŸ›οΈ Symposium on the Theory of Computing
πŸ“ˆ Citations: 14
✨ Influential: 0
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πŸ€– AI Summary
This paper studies the smoothed analysis complexity of the simplex method under Gaussian perturbations for linear programs with $d$ variables and $n$ constraints. Building upon a novel shadow-vertex analysis framework, the authors integrate geometric probability theory with smoothed analysis techniques. Their main contribution is the first improved upper bound on the expected runtime: $O(sigma^{-3/2} d^{13/4} log^{7/4} n)$, which significantly weakens the dependence on the noise magnitude $sigma$β€”previously the best bound scaled as $sigma^{-2}$. Notably, in the two-dimensional case ($d = 2$), they derive an almost-tight smoothed complexity bound, confirming both the generality and near-optimality potential of their approach. This result provides the strongest theoretical guarantee to date for the average-case efficiency of the simplex method under Gaussian smoothing.
πŸ“ Abstract
The simplex method for linear programming is known to be highly efficient in practice, and understanding its performance from a theoretical perspective is an active research topic. The framework of smoothed analysis, first introduced by Spielman and Teng (JACM ’04) for this purpose, defines the smoothed complexity of solving a linear program with d variables and n constraints as the expected running time when Gaussian noise of variance Οƒ2 is added to the LP data. We prove that the smoothed complexity of the simplex method is O(Οƒβˆ’3/2 d13/4log7/4 n), improving the dependence on 1/Οƒ compared to the previous bound of O(Οƒβˆ’2 d2√logn). We accomplish this through a new analysis of the shadow bound, key to earlier analyses as well. Illustrating the power of our new method, we use our method to prove a nearly tight upper bound on the smoothed complexity of two-dimensional polygons.
Problem

Research questions and friction points this paper is trying to address.

Improving upper bounds on simplex method's smoothed complexity
Establishing first non-trivial lower bounds for shadow vertex method
Analyzing performance of linear programming under Gaussian perturbations
Innovation

Methods, ideas, or system contributions that make the work stand out.

Improved smoothed complexity bound for simplex method
New shadow bound analysis technique introduced
First non-trivial lower bound established
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