On the average condition of random linear programs

DOI10.1137/120869390MaRDI QIDQ2848174zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Dennis Cheung, Felipe Cucker

Publication date 25 September 2013

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

Full work available at URL https://doi.org/10.1137/120869390

zbMATH Keywords

linear programmingconditioningaverage-case analysis

Mathematics Subject Classification ID

Linear programming (90C05) Roundoff error (65G50) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

Recommendations

• On General Conditions for Laws of Large Numbers in Random Linear Programs
• On linear programs with random costs
• Random linear programs with many variables and few constraints
• On the expected condition number of linear programming problems
• On the probabilistic complexity of finding an approximate solution for linear programming
• scientific article; zbMATH DE number 176291
• Probabilistic analysis of condition numbers for linear programming
• The expected number of extreme points of a random linear program
• A Linear Approximation for Chance-Constrained Programming

Cited in

(5)

• The expected number of extreme points of a random linear program
• Solving linear programs with finite precision. I: Condition numbers and random programs
• scientific article; zbMATH DE number 5281650 (Why is no real title available?)
• Probabilistic analyses of condition numbers
• On General Conditions for Laws of Large Numbers in Random Linear Programs

This page was built for publication: On the average condition of random linear programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2848174)