Low order polynomial bounds on the expected performance of local improvement algorithms

We present a general abstract model of local improvement, applicable to such diverse cases as principal pivoting methods for the linear complementarity problem and hill climbing in artificial intelligence. The model accurately predicts the behavior of the algorithms, and allows for a variety of probabilistic assumptions that permit degeneracy. Simulation indicates an approximately linear average number of iterations under a variety of probability assumptions. We derive theoretical bounds of 2en logn and en2 for different distributions, respectively, as well as polynomial bounds for a broad class of probability distributions. We conclude with a discussion of the applications of the model to LCP and linear programming.

[1]  Frederick S. Hillier,et al.  Efficient Heuristic Procedures for Integer Linear Programming with an Interior , 1969, Oper. Res..

[2]  G. Dantzig,et al.  COMPLEMENTARY PIVOT THEORY OF MATHEMATICAL PROGRAMMING , 1968 .

[3]  C. Tovey On the number of iterations of local improvement algorithms , 1983 .

[4]  Nils J. Nilsson,et al.  Principles of Artificial Intelligence , 1980, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[5]  Karl Heinz Borgwardt,et al.  Some Distribution-Independent Results About the Asymptotic Order of the Average Number of Pivot Steps of the Simplex Method , 1982, Math. Oper. Res..

[6]  V. Klee,et al.  HOW GOOD IS THE SIMPLEX ALGORITHM , 1970 .

[7]  C. Tovey Hill Climbing with Multiple Local Optima , 1985 .

[8]  D. Aldous,et al.  Probability, Statistics and Analysis: The asymptotic speed and shape of a particle system , 1983 .

[9]  T. Liebling,et al.  On the number of iterations of the simplex method. , 1972 .

[10]  J. Wrench Table errata: The art of computer programming, Vol. 2: Seminumerical algorithms (Addison-Wesley, Reading, Mass., 1969) by Donald E. Knuth , 1970 .

[11]  G. Dantzig Expected Number of Steps of the Simplex Method for a Linear Program with a Convexity Constraint. , 1980 .

[12]  G. F. Clements Sets of lattice points which contain a maximal number of edges , 1971 .

[13]  Richard W. Cottle Observations on a class of nasty linear complementarity problems , 1980, Discret. Appl. Math..

[14]  Steve Smale,et al.  The Problem of the Average Speed of the Simplex Method , 1982, ISMP.

[15]  Timothy J. Lowe,et al.  Convex Location Problems on Tree Networks , 1976, Oper. Res..

[16]  Victor Klee,et al.  Lengths of snakes in boxes , 1967 .

[17]  Robert G. Jeroslow,et al.  The simplex algorithm with the pivot rule of maximizing criterion improvement , 1973, Discret. Math..

[18]  Brian W. Kernighan,et al.  An Effective Heuristic Algorithm for the Traveling-Salesman Problem , 1973, Oper. Res..

[19]  S. Ross A Simple Heuristic Approach to Simplex Efficiency. , 1982 .

[20]  Shen Lin Computer solutions of the traveling salesman problem , 1965 .

[21]  D. Aldous Minimization Algorithms and Random Walk on the $d$-Cube , 1983 .

[22]  Yahya FATHI,et al.  Computational complexity of LCPs associated with positive definite symmetric matrices , 1979, Math. Program..

[23]  Craig Aaron Tovey Polynomial local improvement algorithms in combinatorial optimization , 1981 .

[24]  A. Nijenhuis Combinatorial algorithms , 1975 .

[25]  Gyula O. H. Katona,et al.  Extremal Problems for Hypergraphs , 1975 .

[26]  Stephen A. Cook,et al.  The complexity of theorem-proving procedures , 1971, STOC.

[27]  George B. Dantzig,et al.  Linear programming and extensions , 1965 .

[28]  Donald Ervin Knuth,et al.  The Art of Computer Programming , 1968 .