Robust smoothed analysis of a condition number for linear programming

被引:3
作者
Buergisser, Peter [1 ]
Amelunxen, Dennis [1 ]
机构
[1] Univ Paderborn, Inst Math, Paderborn, Germany
关键词
Linear programming; Perturbation; Condition number; Smoothed analysis; Spherically convex sets; NUMERICAL-ANALYSIS PROBLEM; CONIC SYSTEMS; COMPLEXITY THEORY; PROBABILITY; ALGORITHMS; DIFFICULT;
D O I
10.1007/s10107-010-0346-x
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We perform a smoothed analysis of the GCC-condition number C(A) of the linear programming feasibility problem there exists x is an element of Rm+1 Ax < 0. Suppose that <(A)over bar> is any matrix with rows (a) over bar (i) of euclidean norm 1 and, independently for all i, let a(i) be a random perturbation of (a) over bar (i) following the uniform distribution in the spherical disk in S-m of angular radius arcsin sigma and centered at (a) over bar (i). We prove that E(ln C(A)) = O(mn/sigma). A similar result was shown for Renegar's condition number and Gaussian perturbations by Dunagan et al. (Math Program Ser A, 2009). Our result is robust in the sense that it easily extends to radially symmetric probability distributions supported on a spherical disk of radius arcsin sigma, whose density may even have a singularity at the center of the perturbation. Our proofs combine ideas from a recent paper of Burgisser et al. (Math Comp 77(263), 2008) with techniques of Dunagan et al.
引用
收藏
页码:221 / 251
页数:31
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