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* := minz ctx s.t. Ax - b Cy C Cx , to the more general non-conic format: z* := minx ctx (GPd) s.t. Ax-b E Cy X P, where P is any closed convex set, not necessarily a c...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Freund, Robert M., Ordóñez, Fernando, 1970-
التنسيق: Working Paper
اللغة:en_US
منشور في: Massachusetts Institute of Technology, Operations Research Center 2004
الموضوعات:
الوصول للمادة أونلاين:http://hdl.handle.net/1721.1/5404