Guidelines for Assessing Ill Conditioning in Linear and Integer Programs
The simplex method solves square linear systems of equations while optimizing a single linear program (LP). O.R. practitioners can use condition numbers of these systems to assess ill conditioning in an LP. Most literature describes ill conditioned models as having large condition numbers, but provides no thresholds for values that indicate an ill conditioned system. We will provide a methodology to define suitable thresholds and assess ill conditioning in linear and integer programs.
Dr. Ed Klotz, Mathematical Programming Specialist, IBM ILOG CPLEX
Date: Wednesday, March 9, 2011
Time: 10 am PST / 1 pm EST
Solving Quadratic Models with IBM ILOG CPLEX Optimization Studio
IBM ILOG CPLEX Optimization Studio offers the most powerful, comprehensive and reliable solvers for convex quadratic optimization problems. Learn about the types of problems that can be solved, the many modeling interfaces available, and examples of use in industries such as finance and electric utilities.
John Gregory, Senior Product Manager, IBM ILOG CPLEX Optimizer
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