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Some preconditioners for systems of linear inequalities

Javier Pena(jfp***at***andrew.cmu.edu)
Vera Roshchina(vroshchina***at***ballarat.edu.au)
Negar Soheili(nsoheili***at***andrew.cmu.edu)

Abstract: We show that a combination of two simple preprocessing steps would generally improve the conditioning of a homogeneous system of linear inequalities. Our approach is based on a comparison among three different but related notions of conditioning for linear inequalities.

Keywords:

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

Category 2: Convex and Nonsmooth Optimization (Convex Optimization )

Citation:

Download: [PDF]

Entry Submitted: 06/21/2013
Entry Accepted: 06/22/2013
Entry Last Modified: 06/21/2013

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