Summary: | Linear programming has a wide range of applications, optimization-related problems
being one of them. Important concerns in linear programming are efficiency,
robustness, and accuracy. Linear programming is used in a reachability analysis
tool called Coho [GM99] for dynamical systems. Previous experience has shown
that linear programs in this tool lead to highly ill-conditioned linear systems which
prevented successful reachability analysis. This thesis presents a robust linear program
solver with provable error bounds that exploits the special structure of the
linear programs that result in the reachability tool. This contribution is of interest
for the particular application for which it was developed. Furthermore, it shows
how duality and combinatorial aspects of linear programming can be exploited to
achieve greater efficiency, robustness, and accuracy.
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