Computational Experience and the Explanatory Value of Condition Numbers for Linear Optimization

The goal of this paper is to develop some computational experience and test the practical relevance of the theory of condition numbers C(d) for linear optimization, as applied to problem instances that one might encounter in practice. We used the NETLIB suite of linear optimization problems as a tes...

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Bibliographic Details
Main Authors: Ordónez, Fernando, Freund, Robert M.
Format: Working Paper
Language:en_US
Published: 2003
Subjects:
Online Access:http://hdl.handle.net/1721.1/3547