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https://doi.org/10.1080/10556780500098599
DC Field | Value | |
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dc.title | Computation of condition numbers for linear programming problems using Peña's method | |
dc.contributor.author | Chai, J.-S. | |
dc.contributor.author | Toh, K.-C. | |
dc.date.accessioned | 2014-10-28T02:32:24Z | |
dc.date.available | 2014-10-28T02:32:24Z | |
dc.date.issued | 2006-06-01 | |
dc.identifier.citation | Chai, J.-S., Toh, K.-C. (2006-06-01). Computation of condition numbers for linear programming problems using Peña's method. Optimization Methods and Software 21 (3) : 419-443. ScholarBank@NUS Repository. https://doi.org/10.1080/10556780500098599 | |
dc.identifier.issn | 10556788 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/103020 | |
dc.description.abstract | We present the computation of the condition numbers for linear programming (LP) problems from the NETLIB suite. The method of Peña [Peña, J., 1998, Computing the distance to infeasibility: theoretical and practical issues. Technical report, Center for Applied Mathematics, Cornell University.] was used to compute the bounds on the distance to ill-posedness ?( d ) of a given problem instance with data d, and the condition number was computed as C ( d )?=?? d ?/?( d ). We discuss the efficient implementation of Peñas method and compare the tightness of the estimates on C ( d ) computed by Peñas method to that computed by the method employed by Ordóñez and Freund [Ordóñez, F. and Freund, R.M., 2003, Computational experience and the explanatory value of condition measures for linear optimization. SIAM Journal on Optimization, 14, 307-333.]. While Peñas method is generally much cheaper, the bounds provided are generally not as tight as those computed by Ordóñez and Freund. As a by-product, we use the computational results to study the correlation between log C ( d ) and the number of interior-point method iterations taken to solve a LP problem instance. Our computational findings on the preprocessed problem instances from NETLIB suite are consistent with those reported by Ordóñez and Freund. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1080/10556780500098599 | |
dc.source | Scopus | |
dc.subject | Complexity | |
dc.subject | Conic optimization | |
dc.subject | Interior-point methods | |
dc.subject | Linear programming | |
dc.subject | Renegar condition number | |
dc.type | Article | |
dc.contributor.department | MATHEMATICS | |
dc.description.doi | 10.1080/10556780500098599 | |
dc.description.sourcetitle | Optimization Methods and Software | |
dc.description.volume | 21 | |
dc.description.issue | 3 | |
dc.description.page | 419-443 | |
dc.description.coden | OMSOE | |
dc.identifier.isiut | 000234634200006 | |
Appears in Collections: | Staff Publications |
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