On the Expected Condition Number of Linear Programming Problems.
Felipe CuckerMario WscheborPublished in: Numerische Mathematik (2003)
Keyphrases
- condition number
- linear programming problems
- interior point methods
- primal dual
- convex optimization
- linear program
- linear programming
- semidefinite programming
- quadratic programming
- solving problems
- column generation
- multiple objectives
- computationally intensive
- special case
- linear systems
- optimal solution
- mixed integer
- principal component analysis
- regression model
- upper bound
- dynamic programming
- linear algebra
- power spectrum
- reinforcement learning
- simplex method
- feature vectors
- correlation matrix
- convergence rate