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Smoothed analysis

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will take a long time to solve practical instances whose data are subject to slight noises and imprecisions. Smoothed complexity results are strong probabilistic results, roughly stating that, in every large enough neighbourhood of the space of inputs, most inputs are easily solvable. Thus, a low smoothed complexity means that the hardness of inputs is a "brittle" property.
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has been widely successful in explaining the practical performance of many algorithms, this style of analysis gives misleading results for a number of problems. Worst-case complexity measures the time it takes to solve any input, although hard-to-solve inputs might never come up in practice. In such
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Smoothed analysis is a hybrid of worst-case and average-case analyses that inherits advantages of both. It measures the expected performance of algorithms under slight random perturbations of worst-case inputs. If the smoothed complexity of an algorithm is low, then it is unlikely that the algorithm
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that is chosen over the input. The actual inputs and distribution of inputs may be different in practice from the assumptions made during the analysis: a random input may be very unlike a typical input. Because of this choice of data model, a theoretical average-case result might say little about
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in practice. On practical problems, the number of steps taken by the algorithm is linear in the number of variables and constraints. Yet in the theoretical worst case it takes exponentially many steps for most successfully analyzed pivot rules. This was one of the main motivations for developing
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is big, the adversary has more ability to increase the likelihood of hard problem instances. In this perturbation model, the expected number of iterations of the 2-opt heuristic, as well as the approximation ratios of resulting output, are bounded by polynomial functions of
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This bound holds for a specific pivot rule called the shadow vertex rule. The shadow vertex rule is slower than more commonly used pivot rules such as Dantzig's rule or the steepest edge rule but it has properties that make it very well-suited to probabilistic analysis.
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Smoothed analysis generalizes both worst-case and average-case analysis and inherits strengths of both. It is intended to be much more general than average-case complexity, while still allowing low complexity bounds to be proven.
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for developing smoothed analysis. Spielman and Teng's JACM paper "Smoothed analysis of algorithms: Why the simplex algorithm usually takes polynomial time" was also one of the three winners of the 2009
440: 864: 773: 596: 817: 1257:. Already in two dimensions, the 2-opt heuristic might take exponentially many iterations until finding a local optimum. In this setting, one can analyze the perturbation model where the vertices 1151:{\displaystyle C_{s}(n,d,\sigma ):=\max _{{\bar {\mathbf {A} }},{\bar {\mathbf {b} }},\mathbf {c} }~\mathbb {E} _{{\hat {\mathbf {A} }},{\hat {\mathbf {b} }}}={\rm {poly}}(d,\log n,\sigma ^{-1}).} 1393: 732: 1191:, which is the ratio between the length of the output of the algorithm and the length of the optimal solution, tends to be good in practice but can also be bad in the theoretical worst case. 1558:
to find a good partition into clusters with small pairwise distances between points in the same cluster. Lloyd's algorithm is widely used and very fast in practice, although it can take
2126: 1301: 1592: 1187:. It can take exponentially many iterations until it finds a locally optimal solution, although in practice the running time is subquadratic in the number of vertices. The 1445: 1419: 2065:
Borgwardt, Karl-Heinz; Damm, Renate; Donig, Rudolf; Joas, Gabriele (1993), "Empirical studies on the average efficiency of simplex variants under rotation symmetry",
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cases, the worst-case running time can be much worse than the observed running time in practice. For example, the worst-case complexity of solving a
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was first introduced to overcome the limitations of worst-case analysis. However, the resulting average-case complexity depends heavily on the
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is exponential, although the observed number of steps in practice is roughly linear. The simplex algorithm is in fact much faster than the
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Englert, Matthias; Röglin, Heiko; Vöcking, Berthold (2007), "Worst Case and Probabilistic Analysis of the 2-Opt Algorithm for the TSP",
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iterations in the worst case to find a locally optimal solution. However, assuming that the points have independent
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Andrei, Neculai (2004), "Andrei, Neculai. "On the complexity of MINOS package for linear programming",
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Dadush, Daniel; Huiberts, Sophie (2018), "A friendly smoothed analysis of the simplex method",
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is a very efficient algorithm in practice, and it is one of the dominant algorithms for
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For the perturbation model, we assume that the input data is perturbed by noise from a
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Another local search algorithm for which smoothed analysis was successful is the
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Proceedings of the Eighteenth Annual ACM-SIAM Symposium on Discrete Algorithms
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Proceedings of the thirty-third annual ACM symposium on Theory of computing
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algorithms have bad worst-case running times but perform well in practice.
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for developing smoothed analysis. The name Smoothed Analysis was coined by
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Proceedings of the 50th Annual ACM SIGACT Symposium on Theory of Computing
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has independent entries sampled from a Gaussian distribution with mean
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are independently sampled according to probability distributions with
21: 2192: 2011: 1939: 1180: 119: 27: 15: 2097:, Algorithms and Combinatorics, vol. 1, Springer-Verlag, 1814:(1999), "Deformed products and maximal shadows of polytopes", 492:{\displaystyle ({\bar {\mathbf {A} }},{\bar {\mathbf {b} }}).} 546:{\displaystyle ({\hat {\mathbf {A} }},{\hat {\mathbf {b} }})} 184:. For normalization purposes, we assume the unperturbed data 2133:, Cambridge: Cambridge University Press, pp. 285–308, 2173: 2171: 1874:(1987), "The Efficiency of the Simplex Method: A Survey", 435:{\displaystyle ({\bar {\mathbf {a} }}_{i},{\bar {b}}_{i})} 859:{\displaystyle T(\mathbf {A} ,\mathbf {b} ,\mathbf {c} )} 768:{\displaystyle \mathbf {A} \mathbf {x} \leq \mathbf {b} } 691:. The smoothed input data consists of the linear program 120:
the European Association for Theoretical Computer Science
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then the smoothed complexity of the simplex method is
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Arthur, David; Manthey, Bodo; Röglin, Heiko (2011),
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A typical picture does not resemble a random bitmap.
1388:{\displaystyle f_{1},\dots ,f_{n}:^{d}\rightarrow } 1709: 1689: 1669: 1649: 1629: 1586: 1546: 1507: 1480: 1460: 1439: 1413: 1387: 1295: 1245: 1206: 1150: 858: 811: 767: 727:{\displaystyle \mathbf {c^{T}} \cdot \mathbf {x} } 726: 683: 585: 565: 545: 491: 434: 368: 283: 913: 1194:One class of problem instances can be given by 2125:Manthey, Bodo (2021), Roughgarden, Tim (ed.), 1421:, the points are uniformly distributed. When 1253:, where their pairwise distances come from a 781:If the running time of our algorithm on data 8: 2131:Beyond the Worst-Case Analysis of Algorithms 2094:The Simplex Method: A Probabilistic Analysis 351: 298: 1929:(2001), "Smoothed analysis of algorithms", 1168:Local search for combinatorial optimization 2218:"Smoothed Analysis of the k-Means Method" 2201: 2191: 2010: 1938: 1827: 1702: 1682: 1662: 1642: 1621: 1603: 1569: 1563: 1538: 1520: 1500: 1473: 1453: 1426: 1400: 1361: 1336: 1317: 1311: 1287: 1268: 1262: 1237: 1219: 1199: 1133: 1093: 1092: 1078: 1064: 1062: 1061: 1047: 1045: 1044: 1030: 1028: 1027: 1013: 1011: 1010: 988: 986: 985: 971: 969: 968: 967: 963: 962: 951: 937: 935: 934: 920: 918: 917: 916: 882: 876: 848: 840: 832: 824: 804: 796: 788: 786: 760: 752: 747: 745: 719: 709: 704: 702: 670: 668: 667: 653: 651: 650: 642: 628: 626: 625: 611: 609: 608: 600: 598: 578: 558: 529: 527: 526: 512: 510: 509: 504: 472: 470: 469: 455: 453: 452: 447: 423: 412: 411: 401: 390: 388: 387: 381: 354: 341: 330: 329: 319: 308: 306: 305: 296: 275: 271: 270: 261: 252: 248: 247: 232: 230: 229: 214: 210: 209: 194: 192: 191: 189: 1898: 1896: 1866: 1864: 1822:, American Mathematical Society: 10–19, 164:Simplex algorithm for linear programming 103:practical performance of the algorithm. 1748: 2043: 1979: 88:in practice, although the latter has 7: 24:does not resemble typical pictures. 2127:"Smoothed Analysis of Local Search" 1905:Studies in Informatics and Control 1570: 1296:{\displaystyle v_{1},\dots ,v_{n}} 1103: 1100: 1097: 1094: 14: 1079: 1065: 1048: 1031: 1014: 989: 972: 952: 938: 921: 849: 841: 833: 805: 797: 789: 761: 753: 748: 720: 710: 706: 671: 654: 643: 629: 612: 601: 530: 513: 473: 456: 391: 309: 262: 233: 195: 149:Mathematical Programming Society 138:. In 2010 Spielman received the 2264:Computational complexity theory 2091:Borgwardt, Karl-Heinz (1987), 1618: 1605: 1587:{\displaystyle e^{\Omega (n)}} 1579: 1573: 1535: 1522: 1382: 1370: 1367: 1358: 1345: 1234: 1221: 1142: 1108: 1086: 1083: 1069: 1052: 1035: 1018: 1007: 1001: 993: 976: 942: 925: 906: 888: 853: 829: 675: 658: 633: 616: 540: 534: 517: 506: 483: 477: 460: 449: 429: 417: 395: 383: 347: 335: 313: 301: 237: 199: 1: 2050:: CS1 maint: date and year ( 1986:: CS1 maint: date and year ( 153:American Mathematical Society 1440:{\displaystyle \theta >1} 1305:probability density function 38:theoretical computer science 1598:, each with expectation in 2290: 1185:traveling salesman problem 46:complexity of an algorithm 44:is a way of measuring the 2269:Mathematical optimization 2203:10.1007/s00453-013-9801-4 2139:10.1017/9781108637435.018 2103:10.1007/978-3-642-61578-8 2067:ORSA Journal on Computing 1933:, ACM, pp. 296–305, 1775:Communications of the ACM 1414:{\displaystyle \theta =1} 147:sponsored jointly by the 1816:Contemporary Mathematics 100:probability distribution 50:mathematical programming 2237:10.1145/2027216.2027217 2021:10.1145/3188745.3188826 1787:10.1145/1562764.1562785 1727:Average-case complexity 1710:{\displaystyle \sigma } 1650:{\displaystyle \sigma } 1637:and standard deviation 1481:{\displaystyle \theta } 586:{\displaystyle \sigma } 573:and standard deviation 92:worst-case complexity. 2274:Analysis of algorithms 1732:Pseudo-polynomial time 1711: 1691: 1671: 1651: 1631: 1596:Gaussian distributions 1588: 1548: 1509: 1482: 1462: 1441: 1415: 1389: 1297: 1247: 1208: 1152: 860: 813: 769: 728: 685: 587: 567: 547: 493: 436: 370: 285: 33: 25: 1957:10.1145/380752.380813 1888:10.1287/mnsc.33.3.301 1737:Worst-case complexity 1712: 1692: 1672: 1652: 1632: 1589: 1549: 1510: 1483: 1463: 1442: 1416: 1390: 1298: 1248: 1209: 1153: 861: 814: 770: 729: 686: 588: 568: 548: 494: 437: 371: 286: 182:Gaussian distribution 96:Average-case analysis 73:worst-case complexity 31: 20:A randomly generated 19: 2079:10.1287/ijoc.5.3.249 2005:, pp. 390–403, 1701: 1681: 1661: 1641: 1630:{\displaystyle ^{d}} 1602: 1562: 1547:{\displaystyle ^{d}} 1519: 1499: 1472: 1452: 1425: 1399: 1310: 1261: 1246:{\displaystyle ^{d}} 1218: 1198: 875: 823: 785: 744: 701: 597: 577: 557: 503: 446: 380: 295: 188: 1949:2001cs.......11050S 1189:approximation ratio 1179:One example is the 177:smoothed analysis. 2225:Journal of the ACM 1876:Management Science 1781:(10), ACM: 76–84, 1707: 1687: 1667: 1647: 1627: 1584: 1544: 1505: 1478: 1458: 1437: 1411: 1385: 1293: 1243: 1214:points in the box 1204: 1183:heuristic for the 1148: 957: 856: 809: 765: 724: 681: 583: 563: 543: 489: 432: 366: 281: 174:linear programming 54:numerical analysis 34: 26: 2148:978-1-108-49431-1 2112:978-3-540-17096-9 1966:978-1-58113-349-3 1690:{\displaystyle d} 1670:{\displaystyle n} 1508:{\displaystyle n} 1461:{\displaystyle n} 1207:{\displaystyle n} 1072: 1055: 1038: 1021: 996: 979: 960: 945: 928: 912: 678: 661: 636: 619: 566:{\displaystyle 0} 537: 520: 480: 463: 420: 398: 338: 316: 240: 202: 170:simplex algorithm 122:awarded the 2008 82:simplex algorithm 42:smoothed analysis 2281: 2248: 2247: 2222: 2213: 2207: 2206: 2205: 2195: 2175: 2166: 2165: 2164: 2163: 2122: 2116: 2115: 2088: 2082: 2081: 2062: 2056: 2055: 2049: 2041: 2014: 1998: 1992: 1991: 1985: 1977: 1942: 1923:Spielman, Daniel 1919: 1913: 1912: 1900: 1891: 1890: 1868: 1859: 1858: 1838:10.1090/conm/223 1831: 1804: 1798: 1797: 1772: 1760:Spielman, Daniel 1756: 1716: 1714: 1713: 1708: 1696: 1694: 1693: 1688: 1676: 1674: 1673: 1668: 1656: 1654: 1653: 1648: 1636: 1634: 1633: 1628: 1626: 1625: 1593: 1591: 1590: 1585: 1583: 1582: 1553: 1551: 1550: 1545: 1543: 1542: 1514: 1512: 1511: 1506: 1487: 1485: 1484: 1479: 1467: 1465: 1464: 1459: 1446: 1444: 1443: 1438: 1420: 1418: 1417: 1412: 1394: 1392: 1391: 1386: 1366: 1365: 1341: 1340: 1322: 1321: 1302: 1300: 1299: 1294: 1292: 1291: 1273: 1272: 1252: 1250: 1249: 1244: 1242: 1241: 1213: 1211: 1210: 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method 58:machine learning 2289: 2288: 2284: 2283: 2282: 2280: 2279: 2278: 2254: 2253: 2252: 2251: 2220: 2215: 2214: 2210: 2177: 2176: 2169: 2161: 2159: 2149: 2124: 2123: 2119: 2113: 2090: 2089: 2085: 2064: 2063: 2059: 2042: 2031: 2000: 1999: 1995: 1978: 1967: 1927:Teng, Shang-Hua 1921: 1920: 1916: 1902: 1901: 1894: 1870: 1869: 1862: 1848: 1812:Ziegler, Günter 1806: 1805: 1801: 1770: 1764:Teng, Shang-Hua 1758: 1757: 1750: 1745: 1723: 1699: 1698: 1679: 1678: 1659: 1658: 1639: 1638: 1617: 1600: 1599: 1565: 1560: 1559: 1534: 1517: 1516: 1497: 1496: 1470: 1469: 1450: 1449: 1423: 1422: 1397: 1396: 1357: 1332: 1313: 1308: 1307: 1283: 1264: 1259: 1258: 1233: 1216: 1215: 1196: 1195: 1170: 1129: 961: 878: 873: 872: 821: 820: 783: 782: 742: 741: 705: 699: 698: 595: 594: 575: 574: 555: 554: 501: 500: 444: 443: 410: 386: 378: 377: 350: 328: 304: 293: 292: 269: 246: 208: 186: 185: 166: 161: 151:(MPS) and the 145:Fulkerson Prize 128:Daniel Spielman 113: 90:polynomial-time 12: 11: 5: 2287: 2285: 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885: 881: 855: 851: 847: 843: 839: 835: 831: 828: 807: 803: 799: 795: 791: 779: 778: 777: 776: 763: 759: 755: 750: 736: 735: 734: 722: 718: 712: 708: 677: 673: 666: 660: 656: 649: 645: 641: 635: 631: 624: 618: 614: 607: 603: 582: 562: 542: 536: 532: 525: 519: 515: 508: 488: 485: 479: 475: 468: 462: 458: 451: 442:of the matrix 431: 426: 419: 416: 409: 404: 397: 393: 385: 365: 362: 357: 353: 349: 344: 337: 334: 327: 322: 315: 311: 303: 300: 278: 273: 268: 264: 260: 255: 250: 245: 239: 235: 228: 223: 220: 217: 212: 207: 201: 197: 165: 162: 160: 157: 112: 109: 78:linear program 13: 10: 9: 6: 4: 3: 2: 2286: 2275: 2272: 2270: 2267: 2265: 2262: 2261: 2259: 2246: 2242: 2238: 2234: 2230: 2226: 2219: 2212: 2209: 2204: 2199: 2194: 2189: 2185: 2181: 2174: 2172: 2168: 2158: 2154: 2150: 2144: 2140: 2136: 2132: 2128: 2121: 2118: 2114: 2108: 2104: 2100: 2096: 2095: 2087: 2084: 2080: 2076: 2072: 2068: 2061: 2058: 2053: 2047: 2040: 2036: 2032: 2030:9781450355599 2026: 2022: 2018: 2013: 2008: 2004: 1997: 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291:satisfies 80:using the 2157:221680879 1824:CiteSeerX 1705:σ 1645:σ 1571:Ω 1476:θ 1429:θ 1403:θ 1380:θ 1368:→ 1327:… 1278:… 1135:− 1131:σ 1121:⁡ 1070:^ 1053:¯ 1036:^ 1019:¯ 994:^ 977:^ 943:¯ 926:¯ 904:σ 758:≤ 717:⋅ 695:maximize 676:^ 659:¯ 634:^ 617:¯ 593:. We set 581:σ 535:^ 518:^ 478:¯ 461:¯ 418:¯ 396:¯ 361:≤ 352:‖ 336:¯ 314:¯ 299:‖ 267:∈ 244:∈ 238:¯ 219:× 206:∈ 200:¯ 71:Although 2046:citation 2039:11868079 1982:citation 1766:(2009), 1721:See also 1554:, it is 1495:. Given 159:Examples 2245:5253105 1945:Bibcode 1856:1661377 1795:7904807 1556:NP-hard 155:(AMS). 111:History 2243:  2155:  2145:  2109:  2037:  2027:  1973:  1963:  1854:  1844:  1826:  1793:  1395:. For 959:  60:, and 22:bitmap 2241:S2CID 2221:(PDF) 2188:arXiv 2153:S2CID 2035:S2CID 2007:arXiv 1971:S2CID 1935:arXiv 1791:S2CID 1771:(PDF) 1181:2-opt 2143:ISBN 2107:ISBN 2052:link 2025:ISBN 1988:link 1975:1471 1961:ISBN 1842:ISBN 1697:and 1468:and 1432:> 1255:norm 168:The 130:and 118:and 2233:doi 2198:doi 2135:doi 2099:doi 2075:doi 2017:doi 1953:doi 1884:doi 1834:doi 1820:223 1783:doi 1118:log 914:max 126:to 116:ACM 36:In 2260:: 2239:, 2229:58 2227:, 2223:, 2196:, 2184:68 2182:, 2170:^ 2151:, 2141:, 2129:, 2105:, 2069:, 2048:}} 2044:{{ 2033:, 2023:, 2015:, 1984:}} 1980:{{ 1969:, 1959:, 1951:, 1943:, 1925:; 1909:13 1907:, 1895:^ 1880:33 1878:, 1863:^ 1852:MR 1850:, 1840:, 1832:, 1818:, 1810:; 1789:, 1779:52 1777:, 1773:, 1762:; 1751:^ 1717:. 1677:, 1488:. 910::= 56:, 52:, 40:, 2235:: 2200:: 2190:: 2137:: 2101:: 2077:: 2071:5 2054:) 2019:: 2009:: 1990:) 1955:: 1947:: 1937:: 1886:: 1836:: 1785:: 1685:d 1665:n 1623:d 1619:] 1615:1 1612:, 1609:0 1606:[ 1580:) 1577:n 1574:( 1567:e 1540:d 1536:] 1532:1 1529:, 1526:0 1523:[ 1503:n 1456:n 1435:1 1409:1 1406:= 1383:] 1377:, 1374:0 1371:[ 1363:d 1359:] 1355:1 1352:, 1349:0 1346:[ 1343:: 1338:n 1334:f 1330:, 1324:, 1319:1 1315:f 1289:n 1285:v 1281:, 1275:, 1270:1 1266:v 1239:d 1235:] 1231:1 1228:, 1225:0 1222:[ 1202:n 1146:. 1143:) 1138:1 1127:, 1124:n 1115:, 1112:d 1109:( 1104:y 1101:l 1098:o 1095:p 1090:= 1087:] 1084:) 1080:c 1076:, 1066:b 1059:+ 1049:b 1042:, 1032:A 1025:+ 1015:A 1008:( 1005:T 1002:[ 990:b 983:, 973:A 964:E 953:c 949:, 939:b 932:, 922:A 907:) 901:, 898:d 895:, 892:n 889:( 884:s 880:C 854:) 850:c 846:, 842:b 838:, 834:A 830:( 827:T 806:c 802:, 798:b 794:, 790:A 775:. 762:b 754:x 749:A 721:x 711:T 707:c 672:b 665:+ 655:b 648:= 644:b 640:, 630:A 623:+ 613:A 606:= 602:A 561:0 541:) 531:b 524:, 514:A 507:( 487:. 484:) 474:b 467:, 457:A 450:( 430:) 425:i 415:b 408:, 403:i 392:a 384:( 364:1 356:2 348:) 343:i 333:b 326:, 321:i 310:a 302:( 277:d 272:R 263:c 259:, 254:n 249:R 234:b 227:, 222:d 216:n 211:R 196:A

Index


bitmap

theoretical computer science
complexity of an algorithm
mathematical programming
numerical analysis
machine learning
data mining
worst-case complexity
linear program
simplex algorithm
ellipsoid method
polynomial-time
Average-case analysis
probability distribution
ACM
the European Association for Theoretical Computer Science
Gödel Prize
Daniel Spielman
Shanghua Teng
Alan Edelman
Nevanlinna Prize
Fulkerson Prize
Mathematical Programming Society
American Mathematical Society
simplex algorithm
linear programming
Gaussian distribution
local search

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