Solving linear programs with finite precision: I. Condition numbers and random programs

Solving linear programs with finite precision: I. Condition numbers and random programs

0.00 Avg rating0 Votes
Article ID: iaor20051124
Country: Germany
Volume: 99
Issue: 1
Start Page Number: 175
End Page Number: 196
Publication Date: Jan 2004
Journal: Mathematical Programming
Authors: ,
Abstract:

We define a condition number 𝒦 (A, b,c) for a linear program min cTx s.t. Ax = b, x ≥ 0 and give two characterizations via distances to degeneracy and singularity. We also give bounds for the expected value, as well as for higher moments, of log 𝒦 (a, b, c) when the entries of A, b and c are independent, identically distributed random variables with normal distribution.

Reviews

Required fields are marked *. Your email address will not be published.