Probabilistic analysis of condition numbers for linear programming (Q700762)

Considered is the following problem: given an \(n\times m\) real matrix \(A\), find \(y\in\mathbb R^m\), \(y\neq 0\), such that \(Ay\leq 0\) or return \(N_0\) if no such \(y\) exists. The authors [Math. Program. 91, No. 1 (A), 163--174 (2001; Zbl 1072.90564)] introduced for this problem the condition number \({\mathcal C}(A)\) and \textit{J. Renegar} [Math. Program. 65, No. 1 (A), 73--91 (1994; Zbl 0818.90073)] introduced the condition number \(C_R(A)\). In this paper the authors provide bounds for the expected value of the log of the condition numbers \({\mathcal C}(A)\) and \(C_R(A)\).