On Round-Off Errors in Linear Programming

Due to the limited number of digits or bits per storage location in electronic computers, round-off errors arise during arithmetic operations. Depending upon the kind of operation, the structure of the data, and the skillfulness of the program, these errors increase and spread out more or less quick...

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Bibliographic Details
Main Author: Müller-Merbach, H.
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1970, 1970
Edition:1st ed. 1970
Series:Lecture Notes in Economics and Mathematical Systems
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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245 0 0 |a On Round-Off Errors in Linear Programming  |h Elektronische Ressource  |c by H. Müller-Merbach 
250 |a 1st ed. 1970 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 1970, 1970 
300 |a VI, 50 p  |b online resource 
505 0 |a I. Introduction -- II. The Examples -- III. The Programs -- IV. The Increase and Cumulation of Round-Off Errors -- V. The Use of Easily Computed Checks as a Trigger for Error Elimination -- VI. The Zero-Check for Eliminating Non-Significant Elements -- VII. “Ill-Conditioned” Vertices -- VIII. Some General Remarks -- IX. Acknowledgment -- References 
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653 |a Operations Research/Decision Theory 
653 |a Economic Theory/Quantitative Economics/Mathematical Methods 
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653 |a Economic theory 
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490 0 |a Lecture Notes in Economics and Mathematical Systems 
856 4 0 |u https://doi.org/10.1007/978-3-642-95167-1?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 658.40301 
520 |a Due to the limited number of digits or bits per storage location in electronic computers, round-off errors arise during arithmetic operations. Depending upon the kind of operation, the structure of the data, and the skillfulness of the program, these errors increase and spread out more or less quickly during a continued computation process in which the computed data affected by errors are themselves used for generating new data. The purpose of this investigation was to learn about the increase of round-off errors in linear programming procedures. Less attention was paid to the theory of round-off errors or to the effectiveness of error elimination procedures. In regard to these questions the results of in­ vestigations which have been made on round-off errors in a more general context dealing with matrix inversion and eigenvalue problems could be used for the purposes of this paper. The emphasis of this investigation lay rather on studying the behavior of typical linear programming problems from the pOint of view of error cumulation