We show the equivalence among the following three condition measures of a full column rank matrix $A$: the chi measure, the signed Hoffman constant, and the signed distance to ill-posedness. The latter two measures are constructed via suitable collections of matrices obtained by flipping the signs of some rows of $A$. Our results provide a … Read more
We give a characterization of the Hoffman constant of a system of linear constraints in $\R^n$ relative to a reference polyhedron $R\subseteq\R^n$. The reference polyhedron $R$ represents constraints that are easy to satisfy such as box constraints. In the special case $R = \R^n$, we obtain a novel characterization of the classical Hoffman constant. More … Read more
We propose a combinatorial algorithm to compute the Hoffman constant of a system of linear equations and inequalities. The algorithm is based on a characterization of the Hoffman constant as the largest of a finite canonical collection of easy-to-compute Hoffman constants. Our algorithm and characterization extend to the more general context where some of the … Read more
We introduce computable a-priori and a-posteriori error bounds for optimality and feasibility of a point generated as the rounding of an optimal point of the LP relaxation of a mixed integer linear optimization problem. Treating the mesh size of integer vectors as a parameter allows us to study the effect of different `granularities’ in the … Read more