Unifying Condition Numbers for Linear Programming
Dennis Cheung (50003110plink.cityu.edu.hk)
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 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.
Keywords: condition numbers, data perturbations, distance to ill-posedness
Category 1: Linear, Cone and Semidefinite Programming (Linear Programming )
Citation: Mathematics of Operations Research 28 (2003) 609--624.
Entry Submitted: 07/29/2002
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