CONDITION NUMBERS FOR POLYHEDRA WITH REAL NUMBER DATA

Authors
Citation
Sa. Vavasis et Yy. Ye, CONDITION NUMBERS FOR POLYHEDRA WITH REAL NUMBER DATA, Operations research letters, 17(5), 1995, pp. 209-214
Citations number
11
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
ISSN journal
01676377
Volume
17
Issue
5
Year of publication
1995
Pages
209 - 214
Database
ISI
SICI code
0167-6377(1995)17:5<209:CNFPWR>2.0.ZU;2-V
Abstract
We consider the complexity of finding a feasible point inside a polyhe dron specified by homogeneous linear constraints. A primal-dual interi or point method is used. The running time of the interior point method can be bounded in terms of a condition number of the coefficient matr ix A that has been proposed by Ye. We demonstrate that Ye's condition number is bounded in terms of another condition number for weighted le ast squares discovered by Stewart and Todd, Thus, the Stewart-Todd con dition number, which is defined for real-number data, also bounds the complexity of finding a feasible point in a polyhedron.