Some preconditioners for systems of linear inequalities

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

Authors Vera Roshchina, Negar Soheili, Javier Peña 

Publication date 28 November 2014

Published in Optimization Letters (Search for Journal in Brave)

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

zbMATH Keywords

preconditioningcondition numberssystems of inequalities

Mathematics Subject Classification ID

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

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.

Recommendations

• A new condition measure, preconditioners, and relations between different measures of conditioning for conic linear systems
• Preconditioning Reduced Matrices
• Publication:3474841
• Preconditioning projection methods for solving algebraic linear systems
• Sparsity preserving preconditioners for linear systems in interior-point methods

Cites work

• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A coordinate-free condition number for convex programming
• A geometric analysis of Renegar's condition number, and its interplay with conic curvature
• A new condition measure, preconditioners, and relations between different measures of conditioning for conic linear systems
• A new condition number for linear programming
• A smooth perceptron algorithm
• Computing approximate solutions for convex conic systems of constraints
• Condition number complexity of an elementary algorithm for computing a reliable solution of a conic linear system
• Condition-Based Complexity of Convex Optimization in Conic Linear Form via the Ellipsoid Algorithm
• Incorporating Condition Measures into the Complexity Theory of Linear Programming
• Linear programming, complexity theory and elementary functional analysis
• Probabilistic analysis of the Grassmann condition number
• Projective re-normalization for improving the behavior of a homogeneous conic linear system
• The Relaxation Method for Solving Systems of Linear Inequalities

Cited in

(2)

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

This page was built for publication: Some preconditioners for systems of linear inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q476281)