Solving linear programs with finite precision: I. Condition numbers and random programs.
Dennis CheungFelipe CuckerPublished in: Math. Program. (2004)
Keyphrases
- linear program
- condition numbers
- primal dual
- linear programming problems
- simplex method
- interior point methods
- condition number
- linear programming
- integer program
- quadratic program
- simplex algorithm
- column generation
- stochastic programming
- quadratic programming
- objective function
- mixed integer linear program
- least squares
- semidefinite programming
- mixed integer
- convex optimization
- dynamic programming
- extreme points
- optimal solution
- markov decision problems
- np hard
- finite number
- randomly generated
- convergence rate
- image sequences
- strongly polynomial