Smoothed analysis of condition numbers
Peter Bürgisser (Universität Paderborn, Germany)
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.
Talk slides (PDF).