Dennis Cheung

On Tail Decay and Moment Estimates of a Condition Number for Random Linear Conic Systems

  • Dennis Cheung
  • Raphael Hauser
  • Felipe Cucker
    • Categories Linear Programming Tags , , , ,

    In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and characterise the exact decay rates of the distribution tails, improve the existing moment estimates, … Read more

    Unifying Condition Numbers for Linear Programming

  • Dennis Cheung
  • Javier F. Peña
  • Felipe Cucker
    • Categories Linear Programming Tags , ,

    In recent years, several condition numbers were defined for a variety of linear programming problems based upon relative distances to ill-posedness. In this paper we provide a unifying view of these condition numbers. To do so, we introduce yet another linear programming problem and show that its distance to ill-posedness naturally captures the most commonly … Read more