Christian Keil Linear programming is arguably one of the most basic forms of optimization. Its theory and algorithms can not only be applied to linear optimization problems but also to relaxations of nonlinear problems and branch-and-bound methods for mixed-integer and global optimization problems. Recent research shows that against intuition bad condition numbers frequently occur in linear programming. … Read more
A wide variety of problems in global optimization, combinatorial optimization as well as systems and control theory can be solved by using linear and semidefinite programming. Sometimes, due to the use of floating point arithmetic in combination with ill-conditioning and degeneracy, erroneous results may be produced. The purpose of this article is to show how … Read more
The Netlib library of linear programming problems is a well known suite containing many real world applications. Recently it was shown by Ordonez and Freund that 71% of these problems are ill-conditioned. Hence, numerical difficulties may occur. Here, we present rigorous results for this library that are computed by a verification method using interval arithmetic. … Read more