A Condition Number for Linear Inequalities and Linear Programs.
Abstract
A new explicit bound is given for the ratio of the absolute error in an approximate solution of a system of linear inequalities and equalities to the absolute residual. This bound generalizes the concept of a norm of the inverse of a nonsingular matrix. With this bound a condition number is defined for a system of linear inequalities and equalities and for linear programs. The condition number gives a bound on the ratio of the relative error of an approximate solution to the relative residual. In the case of a strongly stable system of linear inequalities and equalities the condition number can be computed by means of a single linear program. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1981
- Accession Number
- ADA103848
Entities
People
- Olvi L. Mangasarian
Organizations
- University of Wisconsin–Madison