Unsolved

Smoothed Complexity of the Simplex Method

Posed by Spielman & Teng (implicit) (2004)

§ Problem Statement

Setup

Fix integers n1n \ge 1 (variables) and mnm \ge n (constraints). Consider linear programs

maxxRncxsubject toAxb,\max_{x \in \mathbb R^n} c^\top x \quad \text{subject to} \quad Ax \le b,

with ARm×nA \in \mathbb R^{m \times n}, bRmb \in \mathbb R^m, cRnc \in \mathbb R^n. A simplex pivot rule RR means a complete deterministic specification of entering/leaving choices (including tie-breaking and initialization details), so the pivot count is well defined on nondegenerate instances.

Convention for this problem: in the Gaussian smoothed model, an adversary chooses (Aˉ,bˉ,cˉ)(\bar A,\bar b,\bar c) with (Aˉ,bˉ,cˉ)1\|(\bar A,\bar b,\bar c)\|\le 1, then independent Gaussian noise is added to every scalar coefficient of A,b,cA,b,c:

A=Aˉ+G,b=bˉ+h,c=cˉ+g,A=\bar A+G,\qquad b=\bar b+h,\qquad c=\bar c+g,

where entries of G,h,gG,h,g are i.i.d. N(0,σ2)N(0,\sigma^2) with σ(0,1]\sigma\in(0,1]. Let TR(A,b,c)T_R(A,b,c) be the total number of pivots performed by the full simplex algorithm using rule RR. Define

SmR(m,n,σ):=sup(Aˉ,bˉ,cˉ)1 E ⁣[TR(Aˉ+G,bˉ+h,cˉ+g)].\mathrm{Sm}_R(m,n,\sigma):=\sup_{\|(\bar A,\bar b,\bar c)\|\le 1}\ \mathbb E\!\left[T_R(\bar A+G,\bar b+h,\bar c+g)\right].

Unsolved Problem

Does there exist a pivot rule RR with near-linear smoothed complexity (up to polylogarithmic factors), uniformly for all mnm\ge n and σ(0,1]\sigma\in(0,1]; for example

SmR(m,n,σ)O ⁣(npolylog(m,n,1/σ))?\mathrm{Sm}_R(m,n,\sigma)\le O\!\left(n\cdot \mathrm{polylog}(m,n,1/\sigma)\right)?

More generally, what is the correct asymptotic order of

infRSmR(m,n,σ)\inf_R \mathrm{Sm}_R(m,n,\sigma)

as a function of m,n,σm,n,\sigma under this perturbation model?

§ Discussion

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§ Significance & Implications

The simplex method is the most widely used algorithm for linear programming, and its strong practical performance has motivated decades of theory. Spielman & Teng (2004) established polynomial smoothed complexity for shadow vertex, and later work substantially improved parameter dependence. However, current upper and lower bounds are still separated, and a tight characterization of optimal smoothed complexity across pivot rules remains open.

§ Known Partial Results

  • Spielman & Teng (2004): first polynomial smoothed bound for a shadow-vertex simplex algorithm (with very large exponents).

  • Dadush & Huiberts (2018): major simplification and improvement; STOC-version bound includes a d5d^5 term (often cited as roughly O(d2lognσ2+d5log3/2n)O(d^2\sqrt{\log n}\,\sigma^{-2}+d^5\log^{3/2}n)).

  • Huiberts et al. (2023): improved upper bound to O(σ3/2d13/4log7/4n)O(\sigma^{-3/2} d^{13/4}\log^{7/4} n) and proved a first non-trivial lower bound for shadow-vertex simplex in the smoothed setting.

  • Huiberts et al. (2025): journal version consolidating and extending the STOC 2023 analysis.

  • Spielman et al. (2004): Despite this progress, the optimal dependence on (m,n,σ)(m,n,\sigma) for the best pivot rule is still not tightly characterized.

§ References

[1]

Smoothed analysis of algorithms: Why the simplex algorithm usually takes polynomial time

Daniel Spielman, Shang-Hua Teng (2004)

Journal of the ACM

📍 Section 6.2 (further analysis/open directions for simplex pivot rules under smoothed analysis), J. ACM 51(3):385-463.

[2]

Smoothed analysis of algorithms: Why the simplex algorithm usually takes polynomial time

Daniel A. Spielman, Shang-Hua Teng (2001)

Proceedings of the 33rd Annual ACM Symposium on Theory of Computing (STOC)

📍 Theorem 1.1 (polynomial smoothed complexity for a shadow-vertex simplex algorithm), STOC 2001.

[3]

A friendly smoothed analysis of the simplex method

Daniel Dadush, Sophie Huiberts (2018)

Proceedings of the 50th Annual ACM STOC

📍 Main theorem in the STOC 2018 version (bound with a $d^5$ term).

[4]

Upper and Lower Bounds on the Smoothed Complexity of the Simplex Method

Sophie Huiberts, Yin Tat Lee, Xinzhi Zhang (2023)

Proceedings of the 55th Annual ACM STOC

📍 Main STOC 2023 theorem: improved upper bound and first non-trivial lower bound for shadow-vertex simplex.

[5]

Upper and Lower Bounds on the Smoothed Complexity of the Simplex Method

Sophie Huiberts, Yin Tat Lee, Xinzhi Zhang (2025)

TheoretiCS

📍 Journal version (TheoretiCS 2025) of STOC 2023 results, with full proofs and refined presentation of upper/lower bounds.

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