Smoothed analysis of condition numbers and complexity implications for linear programming (Q623362)
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English | Smoothed analysis of condition numbers and complexity implications for linear programming |
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Smoothed analysis of condition numbers and complexity implications for linear programming (English)
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14 February 2011
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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.
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linear programming
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interior point algorithms
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