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: | Pea Javier, Cheung Dennis, Cucker Felipe |
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.