Coverage processes on spheres and condition numbers for linear programming
Bürgisser, Peter ; Cucker, Felipe ; Lotz, Martin
Ann. Probab., Tome 38 (2010) no. 1, p. 570-604 / Harvested from Project Euclid
This paper has two agendas. Firstly, we exhibit new results for coverage processes. Let p(n, m, α) be the probability that n spherical caps of angular radius α in Sm do not cover the whole sphere Sm. We give an exact formula for p(n, m, α) in the case α∈[π/2, π] and an upper bound for p(n, m, α) in the case α∈[0, π/2] which tends to p(n, m, π/2) when α→π/2. In the case α∈[0, π/2] this yields upper bounds for the expected number of spherical caps of radius α that are needed to cover Sm. ¶ Secondly, we study the condition number ${\mathscr{C}}(A)$ of the linear programming feasibility problem ∃x∈ℝm+1Ax≤0, x≠0 where A∈ℝn×(m+1) is randomly chosen according to the standard normal distribution. We exactly determine the distribution of ${\mathscr{C}}(A)$ conditioned to A being feasible and provide an upper bound on the distribution function in the infeasible case. Using these results, we show that $\mathbf{E}(\ln{\mathscr{C}}(A))\le2\ln(m+1)+3.31$ for all n>m, the sharpest bound for this expectancy as of today. Both agendas are related through a result which translates between coverage and condition.
Publié le : 2010-03-15
Classification:  Condition numbers,  covering processes,  geometric probability,  integral geometry,  linear programming,  60D05,  52A22,  90C05
@article{1268143527,
     author = {B\"urgisser, Peter and Cucker, Felipe and Lotz, Martin},
     title = {Coverage processes on spheres and condition numbers for linear programming},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 570-604},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1268143527}
}
Bürgisser, Peter; Cucker, Felipe; Lotz, Martin. Coverage processes on spheres and condition numbers for linear programming. Ann. Probab., Tome 38 (2010) no. 1, pp.  570-604. http://gdmltest.u-ga.fr/item/1268143527/