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Smoothed analysis of condition numbers
Citation key B-Smoothed-Analysis-Of-Condition-Numbers
Author Peter Bürgisser
Title of Book Proceedings of the International Congress of Mathematicians
Pages 2609-2633
Year 2010
Address New Delhi
Volume IV
Publisher Hindustan Book Agency
Abstract We present some recent results on the probabilistic behaviour of interior point methods for the convex conic feasibility problem and for homotopy methods solving complex polynomial equations. As suggested by Spielman and Teng, the goal is to prove that for all inputs (even ill-posed ones), and all slight random perturbations of that input, it is unlikely that the running time will be large. These results are obtained through a probabilistic analysis of the condition of the corresponding computational problems.
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