A geometric analysis of Renegar's condition number, and its interplay with conic curvature

For a conic linear system of the form Ax ∈ K, K a convex cone, several condition measures have been extensively studied in the last dozen years.Among these, Renegar’s condition number C(A) is arguably the most prominent for its relation to data perturbation, error bounds, problem geometry, and co...

Full description

Bibliographic Details
Main Authors: Belloni, Alexandre, Freund, Robert Michael
Other Authors: Sloan School of Management
Format: Article
Language:en_US
Published: Springer Berlin 2010
Online Access:http://hdl.handle.net/1721.1/54761
https://orcid.org/0000-0002-1733-5363