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Computational Experience with Rigorous Error Bounds for the Netlib Linear Programming Library

Christian Keil (c.keil***at***tu-harburg.de)
Christian Jansson (jansson***at***tu-harburg.de)

Abstract: The Netlib library of linear programming problems is a well known suite containing many real world applications. Recently it was shown by Ordonez and Freund that 71% of these problems are ill-conditioned. Hence, numerical difficulties may occur. Here, we present rigorous results for this library that are computed by a verification method using interval arithmetic. In addition to the original input data of these problems we also consider interval input data. The computed rigorous bounds and the performance of the algorithms are related to the distance to the next ill-posed linear programming problem.

Keywords: linear programming, interval arithmetic, rigorous error bounds, sensitivity analysis, Netlib linear programming library

Category 1: Linear, Cone and Semidefinite Programming (Linear Programming )

Citation: Keil, C. and C. Jansson: 2006, 'Computational Experience with Rigorous Error Bounds for the Netlib Linear Programming Library'. Reliable Computing, Volume 12, Issue 4, Pages 303 - 321.


Entry Submitted: 12/13/2004
Entry Accepted: 12/13/2004
Entry Last Modified: 03/06/2006

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