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Mathematical Programming

, Volume 99, Issue 1, pp 175–196 | Cite as

Solving linear programs with finite precision: I. Condition numbers and random programs

  • Dennis Cheung
  • Felipe Cucker
Article

Abstract.

We define a condition number (A,b,c) for a linear program min 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 (A,b,c) when the entries of A,b and c are i.i.d. random variables with normal distribution.

Keywords

Normal Distribution Condition Number High Moment Finite Precision Random Program 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  1. 1.Department of MathematicsCity University of Hong KongKowloonHong Kong

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