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  Dan Spielman:   Smoothed Analysis of Algorithms: the simplex method and beyond                                                                                                       

Theorists have long been challenged by the existence of remarkable algorithms that are known by scientists and engineers to work well in practice, but whose theoretical analyses have been negative or
unconvincing. The root of the problem is that algorithms are usually analyzed in one of two ways: by worst-case or average-case analysis. The former can improperly suggest that an algorithm will perform poorly, while the latter can be unconvincing because the random inputs it considers may fail to resemble those encountered in practice. We introduce smoothed analysis to help explain the success of some of these algorithms and heuristics. Smoothed analysis is a hybrid of worst-case and average-case analyses that inherits advantages of both. The smoothed complexity of an algorithm is the maximum over its inputs of the expected running time of the algorithm under slight random perturbations of that input. The smoothed complexity is then measured as a function of both the input length and the magnitude of the perturbations. If an algorithm has low smoothed complexity, then it should perform well on most inputs in every neighborhood of inputs. Smoothed analysis makes sense for algorithms whose inputs are subject to slight amounts of noise in their low-order digits, which is typically the case if they are derived from measurements of real-world phenomena.

In this talk, I discuss how smoothed analysis can help explain the excellent observed behavior of the simplex method for linear programming, and provide an overview of other algorithms to which it has been applied.

 

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