Home > Department of Mathematics > Seminars > OR Seminar Series > Academic year 2014-15 > The complexity of the Simplex Method
How to contact us


LSE 10 logo master_6

Department of Management
London School of Economics and Political Science
Houghton Street

London WC2A 2AE


Enquiries: dom.events@lse.ac.uk 


Follow us online



The complexity of the Simplex Method

Wednesday 28 January 2015
John Fearnley

4pm - 5pm, OLD 1.27, Old Building, Houghton Street 


The simplex method is a well-studied and widely-used pivoting method for solving linear programs. When Dantzig originally formulated the simplex method, he gave a natural pivot rule that pivots into the basis a variable with the most violated reduced cost. In their seminal work, Klee and Minty showed that this pivot rule takes exponential time in the worst case. We prove two main results on the simplex method. Firstly, we show that it is PSPACE-complete to find the solution that is computed by the simplex method using Dantzig's pivot rule. Secondly, we prove that deciding whether Dantzig's rule ever chooses a specific variable to enter the basis is PSPACE-complete. We use the known connection between Markov decision processes (MDPs) and linear programming, and an equivalence between Dantzig's pivot rule and a natural variant of policy iteration for average-reward MDPs. We construct MDPs and show PSPACE-completeness results for single-switch policy iteration, which in turn imply our main results for the simplex method.