Robust Smoothed Analysis of a Condition Number for Linear Programming. Bürgisser, P. & Amelunxen, D. Mathematical Programming, 131(1-2, Ser. A):221-251, 2012.
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Paper doi abstract bibtex We perform a smoothed analysis of the GCC-condition number $C(A)$ of the linear programming feasibility problem $∃x\in\mathbb R^{m+1} Ax < 0$. Suppose that $\bar{A}$ is any matrix with rows $\bar{a_i}$ of euclidean norm $1$ and, independently for all $i$, let $a_i$ be a random perturbation of $\bar{a_i}$ following the uniform distribution in the spherical disk in $S^m$ of angular radius $\arcsin\sigma$ and centered at $\bar{a_i}$. We prove that $E(\ln C(A)) = O(mn / \sigma)$. A similar result was shown for Renegar's condition number and Gaussian perturbations by Dunagan, Spielman, and Teng [arXiv:cs.DS/0302011]. Our result is robust in the sense that it easily extends to radially symmetric probability distributions supported on a spherical disk of radius $\arcsin\sigma$, whose density may even have a singularity at the center of the perturbation. Our proofs combine ideas from a recent paper of Bürgisser, Cucker, and Lotz (Math. Comp. 77, No. 263, 2008) with techniques of Dunagan et al.
@ARTICLE{BA-Robust-Smoothed-Analysis-Of-A-Condition-Number-For-Linear-Programming,
ISSN={0025-5610},
JOURNAL={Mathematical Programming},
TITLE={Robust Smoothed Analysis of a Condition Number for Linear Programming},
VOLUME={131},
AUTHOR={Peter Bürgisser and Dennis Amelunxen},
YEAR={2012},
URL={http://arxiv.org/abs/0803.0925},
PAGES={221-251},
DOI={10.1007/s10107-010-0346-x},
URL2={http://dx.doi.org/10.1007/s10107-010-0346-x},
ABSTRACT={We perform a smoothed analysis of the GCC-condition number $C(A)$ of the linear programming feasibility problem $\exists x\in\mathbb R^{m+1} Ax < 0$. Suppose that $\bar{A}$ is any matrix with rows $\bar{a_i}$ of euclidean norm $1$ and, independently for all $i$, let $a_i$ be a random perturbation of $\bar{a_i}$ following the uniform distribution in the spherical disk in $S^m$ of angular radius $\arcsin\sigma$ and centered at $\bar{a_i}$. We prove that $E(\ln C(A)) = O(mn / \sigma)$. A similar result was shown for Renegar's condition number and Gaussian perturbations by Dunagan, Spielman, and Teng [arXiv:cs.DS/0302011]. Our result is robust in the sense that it easily extends to radially symmetric probability distributions supported on a spherical disk of radius $\arcsin\sigma$, whose density may even have a singularity at the center of the perturbation. Our proofs combine ideas from a recent paper of Bürgisser, Cucker, and Lotz (Math. Comp. 77, No. 263, 2008) with techniques of Dunagan et al.},
NUMBER={1-2, Ser. A}
}
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