Unifying condition numbers for linear programming

Unifying condition numbers for linear programming

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Article ID: iaor20072077
Country: United States
Volume: 28
Issue: 4
Start Page Number: 609
End Page Number: 624
Publication Date: Nov 2003
Journal: Mathematics of Operations Research
Authors: , ,
Abstract:

In recent years, several condition numbers were defined for a variety of linear programming problems based upon relative distances to ill-posedness. In this paper, we provide a unifying view of some of these condition numbers. To do so, we introduce yet another linear programming problem and show that its distance to ill-posedness naturally captures the most commonly used distances to ill-posedness.

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