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...

Descripción completa

Detalles Bibliográficos
Autores principales: Freund, Robert, Ordonez, Fernando
Formato: Working Paper
Lenguaje:en_US
Publicado: 2003
Materias:
Acceso en línea:http://hdl.handle.net/1721.1/1833