Computation of condition numbers for linear programming problems using Peña’s method

DOI10.1080/10556780500098599MaRDI QIDQ5475283zbMATH OpenOpenAlexFDO

Authors Joo-Siong Chai, Kim-Chuan Toh

Publication date 16 June 2006

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780500098599

zbMATH Keywords

complexityconic optimizationinterior-point methodslinear programmingrenegar condition number

Mathematics Subject Classification ID

Interior-point methods (90C51) Applications of mathematical programming (90C90)

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Cites work

• A new condition measure, preconditioners, and relations between different measures of conditioning for conic linear systems
• Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
• Computing approximate solutions for convex conic systems of constraints
• scientific article; zbMATH DE number 1953446 (Why is no real title available?)
• Linear programming, complexity theory and elementary functional analysis
• LOQO user's manual — version 3.10
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Some characterizations and properties of the ``distance to the ill-posedness and the condition measure of a conic linear system
• Some perturbation theory for linear programming
• Two properties of condition numbers for convex programs via implicitly defined barrier functions
• Understanding the Geometry of Infeasible Perturbations of a Conic Linear System

Cited in

(5)

• Computational experience with rigorous error bounds for the Netlib linear programming library
• Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
• scientific article; zbMATH DE number 2109417 (Why is no real title available?)
• A hybrid branch-and-bound approach for exact rational mixed-integer programming
• Behavioral measures and their correlation with IPM iteration counts on semi-definite programming problems

Describes a project that uses

Uses Software

• NETLIB LP Test Set
• LOQO
• AMPL

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