Unifying condition numbers for linear programming

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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Detail(s)

Original languageEnglish
Pages (from-to)609-624
Journal / PublicationMathematics of Operations Research
Volume28
Issue number4
Publication statusPublished - Nov 2003

Abstract

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. © 2003, INFORMS.

Research Area(s)

  • Complementarity problems, Condition numbers, Distance ill-posedness

Citation Format(s)

Unifying condition numbers for linear programming. / Cheung, Dennis; Cucker, Felipe; Pena, Javier.

In: Mathematics of Operations Research, Vol. 28, No. 4, 11.2003, p. 609-624.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal