Unifying Condition Numbers for Linear Programming

  • Authors:
  • Dennis Cheung;Felipe Cucker;Javier Peña

  • Affiliations:
  • -;-;-

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2003

Quantified Score

Hi-index 0.00

Visualization

Abstract

In recent years, several condition numbers were defined for a variety of linear programming problems based upon relative distances to ill-posedness. In this paper, we provide a unifying view of some of these condition numbers. To do so, we introduce yet another linear programming problem and show that its distance to ill-posedness naturally captures the most commonly used distances to ill-posedness.