A new condition number for linear programming

A new condition number for linear programming

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Article ID: iaor2003786
Country: Germany
Volume: 91
Issue: 1
Start Page Number: 163
End Page Number: 174
Publication Date: Jan 2001
Journal: Mathematical Programming
Authors: ,
Abstract:

In this paper we define a new condition number 𝒞(A) for the following problem: given a m by n matrix A, find x ε ℝn, s.t. Ax < 0. We characterize this condition number in terms of distance to ill-posedness and we compare it with existing condition numbers for the same problem.

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