Authors: Sophie Huiberts ; Yin Tat Lee ; Xinzhi Zhang

The simplex method for linear programming is known to be highly efficient in practice, and understanding its performance from a theoretical perspective is an active research topic. The framework of smoothed analysis, first introduced by Spielman and Teng (JACM '04) for this purpose, defines the smoothed complexity of solving a linear program with $d$ variables and $n$ constraints as the expected running time when Gaussian noise of variance $σ^2$ is added to the LP data. We prove that the smoothed complexity of the simplex method is $O(σ^{-3/2} d^{13/4}\log^{7/4} n)$, improving the dependence on $1/σ$ compared to the previous bound of $O(σ^{-2} d^2\sqrt{\log n})$. We accomplish this through a new analysis of the \emph{shadow bound}, key to earlier analyses as well. Illustrating the power of our new method, we use our method to prove a nearly tight upper bound on the smoothed complexity of two-dimensional polygons.
We also establish the first non-trivial lower bound on the smoothed complexity of the simplex method, proving that the \emph{shadow vertex simplex method} requires at least $Ω\Big(\min \big(σ^{-1/2} d^{-1/2}\log^{-1/4} d,2^d \big) \Big)$ pivot steps with high probability. A key part of our analysis is a new variation on the extended formulation for the regular $2^k$-gon. We end with a numerical experiment that suggests this analysis could be further improved.

56 pages. This is the TheoretiCS journal version