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A new condition number for linear programming

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Abstract.

In this paper we define a new condition number ?(A) for the following problem: given a m by n matrix A, find x∈ℝn, s.t. Ax<0. We characterize this condition number in terms of distance to ill-posedness and we compare it with existing condition numbers for the same problem.

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Received: November 5, 1999 / Accepted: November 2000¶Published online September 17, 2001

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Cheung, D., Cucker, F. A new condition number for linear programming. Math. Program. 91, 163–174 (2001). https://doi.org/10.1007/s101070100237

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  • DOI: https://doi.org/10.1007/s101070100237

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