On an Extension of Condition Number Theory to Non-Conic Convex Optimization
The purpose of this paper is to extend, as much as possible, the modern theory of condition numbers for conic convex optimization: z_* = min cx subject to Ax-b \in C_Y , x \in C_X, to the more general non-conic format: (GP_d) z_* = min...
Autores principales: | , |
---|---|
Formato: | Working Paper |
Lenguaje: | en_US |
Publicado: |
2003
|
Materias: | |
Acceso en línea: | http://hdl.handle.net/1721.1/1833 |