| Probabilistic analysis of the phase space flow for linear programming (2001) | |||||||||
Abstract | |||||||||
| The phase space flow of a dynamical system leading to the solution of Linear Programming (LP) problems is explored as an example of complexity analysis in an analog computation framework. An ensemble of LP problems with $n$ variables and $m$ constraints ($n>m$), where all elements of the vectors and matrices are normally distributed is studied. The convergence time of a flow to the fixed point representing the optimal solution is computed. The cumulative distribution ${\cal F}^{(n,m)}(\Delta)$ of the convergence rate $\Delta_{min}$ to this point is calculated analytically, in the asymptotic limit of large $(n,m)$, in the framework of Random Matrix Theory. In this limit ${\cal F}^{(n,m)}(\Delta)$ is found to be a scaling function, namely it is a function of one variable that is a combination of $n$, $m$ and $\Delta$ rather then a function of these three variables separately. From numerical simulations also the distribution of the computation times is calculated and found to be a scaling function as well.. Comment: 8 pages, latex, 2 eps figures; final published version | |||||||||
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