Perturbation Analysis of a Condition Number for Linear Systems

DOI10.1137/S0895479892224768MaRDI QIDQ4292690zbMATH OpenFDO

Authors Zhi-Quan Luo, Paul Tseng

Publication date 17 November 1994

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479892224768

zbMATH Keywords

Hoffman condition numberperturbation analysissystems of linear inequalities

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical mathematical programming methods (65K05) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(25)

• Perturbation analysis of a condition number for convex inequality systems and global error bounds for analytic systems
• Error bounds in mathematical programming
• Sensitivity analysis for generalized linear-quadratic problems
• On the complexity of solving feasible systems of linear inequalities specified with approximate data
• A note of Lipschitz constants for solutions of linear inequalities and equations
• Nonconvex robust programming via value-function optimization
• Characterizations of stability of error bounds for convex inequality constraint systems
• Error bounds for inequality systems defining convex sets
• On perturbation bounds of Kronecker product linear systems and their level-2 condition numbers
• scientific article; zbMATH DE number 4172258 (Why is no real title available?)
• Quantitative stability of full random two-stage stochastic programs with recourse
• Perturbation analysis of global error bounds for piecewise linear conic inequalities
• Stability of error bounds for conic subsmooth inequalities
• Perturbation analysis of metric subregularity for multifunctions
• A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
• Quantitative stability of full random two-stage problems with quadratic recourse
• Perturbation Bounds and Condition Numbers for a Complex Indefinite Linear Algebraic System
• Comments on: Stability in linear optimization and related topics. A personal tour
• Lipschitz-like property for linear constraint systems
• Radius theorems for subregularity in infinite dimensions
• Primal characterizations of stability of error bounds for semi-infinite convex constraint systems in Banach spaces
• Polyhedral Newton-min algorithms for complementarity problems
• Stability of error bounds for multifunctions
• Perturbation analysis of error bounds for convex functions on Banach spaces
• New perturbation analysis for generalized saddle point systems

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