Some preconditioners for systems of linear inequalities

DOI10.1007/S11590-013-0721-7zbMATH Open1302.90124arXiv1306.5287OpenAlexW2593838943MaRDI QIDQ476281FDOQ476281

Authors: Vera Roshchina, Negar Soheili, Javier Peña 

Publication date: 28 November 2014

Published in: Optimization Letters (Search for Journal in Brave)

Abstract: We show that a combination of two simple preprocessing steps would generally improve the conditioning of a homogeneous system of linear inequalities. Our approach is based on a comparison among three different but related notions of conditioning for linear inequalities.

Full work available at URL: https://arxiv.org/abs/1306.5287

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zbMATH Keywords

preconditioningcondition numberssystems of inequalities

Mathematics Subject Classification ID

Linear programming (90C05) Preconditioners for iterative methods (65F08)

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Cited In (2)

• Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems
• Solving conic systems via projection and rescaling

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