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Probabilistic Analysis of Condition Numbers for Linear Programming

✍ Scribed by D. Cheung; F. Cucker


Book ID
110337064
Publisher
Springer
Year
2002
Tongue
English
Weight
203 KB
Volume
114
Category
Article
ISSN
0022-3239

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Probabilistic analysis of a differential
✍ Asa Ben-Hur; Joshua Feinberg; Shmuel Fishman; Hava T. Siegelmann πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 453 KB

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are i.i.d. Gaussian variables, we compute the distribution of the