A new condition number for linear programming

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Detail(s)

Original languageEnglish
Pages (from-to)163-174
Journal / PublicationMathematical Programming, Series B
Volume91
Issue number1
Publication statusPublished - Oct 2001

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Check@CityULib
Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-0037749334&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(1d93dfc3-efc8-4565-8b5a-d837117da963).html

Abstract

In this paper we define a new condition number script C sign(A) for the following problem: given a in by n matrix A, find x ∈ 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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100
Number Mathematics
100
Linear Programming Mathematics
100
matrices INIS
100
distance INIS
100
linear programming INIS
100
Existing Condition Keyphrases
100
Distance to Ill-pos... Keyphrases
100
C-sign Keyphrases
100
Condition Number Computer Science
25
Matrix (Mathematics... Mathematics
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Citation Format(s)

[ RIS ] [ BibTeX ]
A new condition number for linear programming. / Cheung, Dennis; Cucker, Felipe.
In: Mathematical Programming, Series B, Vol. 91, No. 1, 10.2001, p. 163-174.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review