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A Note on the Distribution of the Number of Simplex Iterations to Optimality

  • S. Kim
  • J. Switkes
Article

Abstract

In this note, we present a simulation exploring the distribution of the number of simplex iterations required to obtain the optimal solution of a randomly-generated linear programming problem of a given size and type. We use a Chi-square goodness-of-fit test to show that the distribution appears to be well-fit by a gamma distribution.

AMS Subject Classification

90C05 60E05 

Keywords

Simplex algorithm Gamma distribution Maximum likelihood estimator Chi-square test 

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References

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Copyright information

© Grace Scientific Publishing 2008

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsCalifornia State Polytechnic UniversityPomonaUSA
  2. 2.Department of Mathematics and StatisticsCalifornia State Polytechnic UniversityPomonaUSA

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