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

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Reliable Computing

Abstract

The Netlib library of linear programming problems is a well known suite containing many real world applications. Recently it was shown by Ordóñez 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.

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Authors and Affiliations

  1. Institute for Reliable Computing, Hamburg University of Technology, Schwarzenbergstraße 95, 21073, Hamburg, Germany

    Christian Keil & Christian Jansson

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  1. Christian Keil
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  2. Christian Jansson
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Correspondence to Christian Keil.

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Keil, C., Jansson, C. Computational Experience with Rigorous Error Bounds for the Netlib Linear Programming Library. Reliable Comput 12, 303–321 (2006). https://doi.org/10.1007/s11155-006-9004-7

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  • DOI: https://doi.org/10.1007/s11155-006-9004-7

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