Smoothed analysis of condition numbers and complexity implications for linear programming (Q623362): Difference between revisions

The paper performs a smoothed analysis of Renegar's condition number for linear programming by analysing the distribution of the distance to ill-posedness of a linear program subject to a slight Gaussian perturbation. This analysis demonstrates that if there is a little bit of imprecision or noise in the input data, then the linear program is unlikely to be poorly conditioned, and hence can be solved quickly by interior-point algorithms.