Interior-point methods are known to be sensitive to ill-conditioning and to scaling of the data. This paper presents new asymptotically sharp bounds on the condition numbers of the linear systems at each iteration of an interior-point method for solving linear or semidefinite programs and discusses a stopping test which leads to a problem-independent ``a priori'' bound on the condition numbers.
Citation
Technical Report, Universitaet Duesseldorf, 2015
Article
View A priori bounds on the condition numbers in interior-point methods