Solving Linear Problems with Finite Precision III: Sharp Expectation Bounds
Optimization and Control
2011-05-12 v1
Abstract
We prove an O(log n) bound for the expectation of the logarithm of the condition number K for the computation of optimizers of linear programs.
Keywords
Cite
@article{arxiv.1105.2169,
title = {Solving Linear Problems with Finite Precision III: Sharp Expectation Bounds},
author = {Dennis Cheung and Felipe Cucker},
journal= {arXiv preprint arXiv:1105.2169},
year = {2011}
}