A new condition number for linear programming

Mathematical Programming, Series B

Volumn 91, Issue 1, 2001, Pages 163-174

  Cheung, Dennis ^a   Cucker, Felipe ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037749334     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070100237     Document Type: Article

References (9)

1. Cheung, D., Cucker, F. (1999): Learning from rounded-off data. City University of Hong Kong. Preprint
2. Cucker, F., Peña, J. (1999): Finding points in a polyhedral cone with a round-off machine. To appear in SIAM J. on Optimization
3. Epelman, M., Freund, R. (2000): Pre-conditioners and relations between different measures of conditioning for conic linear systems. MIT O.R. Working Paper 344-00. Available at www-personal.engin.umich.edu/∼mepelman/pubs/pubs.html
4. Freund, R.M., Vera, J.R. (1999): Some characterizations and properties of the "distance to ill-posedness" and the condition measure of a conic linear system. Math. Program. 86, 225-260
5. Renegar, J. (1995): Incorporating condition measures into the complexity theory of linear programming. SIAM J. Optim. 5, 506-524
6. Renegar, J. (1995): Linear programming, complexity theory and elementary functional analysis. Math. Program. 70, 279-351
7. Vavasis, S.A., Ye, Y. (1995): Condition numbers for polyhedra with real number data. Oper. Res. Lett. 17, 209-214
8. Vavasis, S.A., Ye, Y. (1996): A primal-dual interior point method whose running time depends only on the constraint matrix. Math. Program. 74, 79-120
9. Ye, Y. (1994): Toward probabilistic analysis of interior-point algorithms for linear programming. Math. Oper. Res. 19, 38-52