Tail Decay and Moment Estimates of a Condition Number for Random Linear Conic Systems

DOI10.1137/S105262340343470XzbMath1097.90057DBLPjournals/siamjo/CheungCH05arXivmath/0309278OpenAlexW2128286686WikidataQ57733220 ScholiaQ57733220MaRDI QIDQ5317546

Dennis Cheung, Felipe Cucker, Raphael Hauser

Publication date: 16 September 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0309278

zbMATH Keywords

linear programmingrandom matricesprobabilistic analysiscondition numbers

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Abstract computational complexity for mathematical programming problems (90C60) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Random matrices (algebraic aspects) (15B52)

Related Items (4)

Smoothed analysis of condition numbers and complexity implications for linear programming ⋮ Robust smoothed analysis of a condition number for linear programming ⋮ Coverage processes on spheres and condition numbers for linear programming ⋮ Conditioning of random conic systems under a general family of input distributions

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