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发表状态已发表Published
题名On the average condition of random linear programs
作者
发表日期2013
发表期刊SIAM Journal on Optimization
ISSN/eISSN1052-6234
卷号23期号:2页码:799-810
摘要

We give an O(log n) bound for the expectation of the logarithm of the condition number K(A, b, c) introduced in "Solving Linear Programs with Finite Precision: I. Condition Numbers and Random Programs" [Math. Program., 99 (2004), pp. 175-196]. This bound improves the previously existing bound, which was of O(n), and yields average-case bounds for both the required precision and the complexity of computing an optimal basis (or a pair of primal-dual optimizers). © 2013 Society for Industrial and Applied Mathematics.

关键词Average-case analysis Conditioning Linear programming
DOI10.1137/120869390
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收录类别SCIE
语种英语English
WOS研究方向Mathematics
WOS类目Mathematics, Applied
WOS记录号WOS:000321044000006
Scopus入藏号2-s2.0-84880753864
引用统计
被引频次:1[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/6541
专题理工科技学院
作者单位
1.BNU-HKBU United International College,Tang Jia Wang, Zhuhai,China
2.Department of Mathematics,City University of Hong Kong,Kowloon Tong,Hong Kong,China
第一作者单位北师香港浸会大学
推荐引用方式
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Cheung, Dennis,Cucker, Felipe. On the average condition of random linear programs[J]. SIAM Journal on Optimization, 2013, 23(2): 799-810.
APA Cheung, Dennis, & Cucker, Felipe. (2013). On the average condition of random linear programs. SIAM Journal on Optimization, 23(2), 799-810.
MLA Cheung, Dennis,et al."On the average condition of random linear programs". SIAM Journal on Optimization 23.2(2013): 799-810.
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