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


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.


Normal Distribution Condition Number High Moment Finite Precision Random Program 
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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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