Coverage processes on spheres and condition numbers for linear programming

This paper has two agendas. Firstly, we exhibit new results for coverage processes. Let $p(n,m,\alpha)$ be the probability that $n$ spherical caps of angular radius $\alpha$ in $S^m$ do not cover the whole sphere $S^m$. We give an exact formula for $p(n,m,\alpha)$ in the case $\alpha\in[\pi/2,\pi]$ and an upper bound for $p(n,m,\alpha)$ in the case $\alpha\in [0,\pi/2]$ which tends to $p(n,m,\pi/2)$ when $\alpha\to\pi/2$. In the case $\alpha\in[0,\pi/2]$ this yields upper bounds for the expected number of spherical caps of radius $\alpha$ that are needed to cover $S^m$. Secondly, we study the condition number ${\mathscr{C}}(A)$ of the linear programming feasibility problem $\exists x\in\mathbb{R}^{m+1}Ax\le0,x\ne0$ where $A\in\mathbb{R}^{n\times(m+1)}$ 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.

[1]  W. Stevens SOLUTION TO A GEOMETRICAL PROBLEM IN PROBABILITY , 1939 .

[2]  J. Neumann,et al.  Numerical inverting of matrices of high order , 1947 .

[3]  A. Turing ROUNDING-OFF ERRORS IN MATRIX PROCESSES , 1948 .

[4]  I. J. Schoenberg,et al.  The Relaxation Method for Linear Inequalities , 1954, Canadian Journal of Mathematics.

[5]  S. Agmon The Relaxation Method for Linear Inequalities , 1954, Canadian Journal of Mathematics.

[6]  A Dvoretzky,et al.  ON COVERING A CIRCLE BY RANDOMLY PLACED ARCS. , 1956, Proceedings of the National Academy of Sciences of the United States of America.

[7]  J. G. Wendel A Problem in Geometric Probability. , 1962 .

[8]  P. A. P. Moran,et al.  Random circles on a sphere , 1962 .

[9]  Frank Rosenblatt,et al.  PRINCIPLES OF NEURODYNAMICS. PERCEPTRONS AND THE THEORY OF BRAIN MECHANISMS , 1963 .

[10]  E. Gilbert The probability of covering a sphere with N circular caps , 1965 .

[11]  R. E. Miles The asymptotic values of certain coverage probabilities , 1969 .

[12]  R. E. Miles ISOTROPIC RANDOM SIMPLICES , 1971 .

[13]  L. Santaló Integral geometry and geometric probability , 1976 .

[14]  Herbert Solomon,et al.  Geometric Probability , 1978, CBMS-NSF regional conference series in applied mathematics.

[15]  A. Siegel Asymptotic Coverage Distributions on the Circle , 1979 .

[16]  Jean-Louis Goffin,et al.  The Relaxation Method for Solving Systems of Linear Inequalities , 1980, Math. Oper. Res..

[17]  Andrew F. Siegel,et al.  Covering the Circle with Random Arcs of Random Sizes. , 1982 .

[18]  Peter Hall On the Coverage of $k$-Dimensional Space by $k$-Dimensional Spheres , 1985 .

[19]  S. Janson Random coverings in several dimensions , 1986 .

[20]  J. Demmel On condition numbers and the distance to the nearest ill-posed problem , 2015 .

[21]  B. Ripley,et al.  Introduction to the Theory of Coverage Processes. , 1989 .

[22]  J. Seaman Introduction to the theory of coverage processes , 1990 .

[23]  A Kinematic Formula and Moment Measures of Random Sets , 1990 .

[24]  Steve Smale,et al.  Complexity theory and numerical analysis , 1997, Acta Numerica.

[25]  Felipe Cucker,et al.  A new condition number for linear programming , 2001, Math. Program..

[26]  D. Spielman,et al.  Smoothed Analysis of Renegar’s Condition Number for Linear Programming , 2002 .

[27]  Felipe Cucker,et al.  A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine , 2002, SIAM J. Optim..

[28]  Felipe Cucker,et al.  Probabilistic Analysis of Condition Numbers for Linear Programming , 2002 .

[29]  M. Reitzner Random points on the boundary of smooth convex bodies , 2002 .

[30]  Felipe Cucker,et al.  On the Expected Condition Number of Linear Programming Problems , 2003, Numerische Mathematik.

[31]  Daniel A. Spielman The Smoothed Analysis of Algorithms , 2005, FCT.

[32]  Felipe Cucker,et al.  Tail Decay and Moment Estimates of a Condition Number for Random Linear Conic Systems , 2005, SIAM J. Optim..

[33]  Shang-Hua Teng Smoothed Analysis of Algorithms and Heuristics , 2005, COCOON.

[34]  Tobias Müller,et al.  Algebraic Tail Decay of Condition Numbers for Random Conic Systems under a General Family of Input Distributions , 2006 .

[35]  Felipe Cucker,et al.  The probability that a slightly perturbed numerical analysis problem is difficult , 2006, Math. Comput..

[36]  Dennis Amelunxen,et al.  Uniform Smoothed Analysis of a Condition Number for Linear Programming , 2008 .

[37]  Tobias Müller,et al.  Conditioning of Random Conic Systems Under a General Family of Input Distributions , 2009, Found. Comput. Math..

[38]  Philipp Birken,et al.  Numerical Linear Algebra , 2011, Encyclopedia of Parallel Computing.

[39]  John Dunagan,et al.  Smoothed analysis of condition numbers and complexity implications for linear programming , 2011, Math. Program..

[40]  Peter Bürgisser,et al.  Robust smoothed analysis of a condition number for linear programming , 2012, Math. Program..