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...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/5404 |