TY - JOUR
T1 - Solving linear programs with finite precision
T2 - I. Condition numbers and random programs
AU - Cheung, Dennis
AU - Cucker, Felipe
PY - 2004/1
Y1 - 2004/1
N2 - We define a condition number script K sign (A,b,c) for a linear program min cT x s.t. Ax = b,x ≤ 0 and give two characterizations via distances to degeneracy and singularity. We also give bounds for the expected value, as well as for higher moments, of log script K sign (A,b,c) when the entries of A,b and c are i.i.d. random variables with normal distribution. © Springer-Verlag 2003.
AB - We define a condition number script K sign (A,b,c) for a linear program min cT x s.t. Ax = b,x ≤ 0 and give two characterizations via distances to degeneracy and singularity. We also give bounds for the expected value, as well as for higher moments, of log script K sign (A,b,c) when the entries of A,b and c are i.i.d. random variables with normal distribution. © Springer-Verlag 2003.
UR - http://www.scopus.com/inward/record.url?scp=18144418311&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-18144418311&origin=recordpage
U2 - 10.1007/s10107-003-0393-7
DO - 10.1007/s10107-003-0393-7
M3 - RGC 21 - Publication in refereed journal
VL - 99
SP - 175
EP - 196
JO - Mathematical Programming
JF - Mathematical Programming
SN - 0025-5610
IS - 1
ER -