A new condition number for linear programming
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 163-174 |
| Journal / Publication | Mathematical Programming, Series B |
| Volume | 91 |
| Issue number | 1 |
| Publication status | Published - Oct 2001 |
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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.
Citation Format(s)
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.
In: Mathematical Programming, Series B, Vol. 91, No. 1, 10.2001, p. 163-174.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
