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题名A condition number for multifold conic systems
作者
发表日期2008
发表期刊SIAM Journal on Optimization
ISSN/eISSN1052-6234
卷号19期号:1页码:261-280
摘要

Let A : Y → X be a linear map and K ⊆ X be a regular closed convex cone. Consider the problem of finding a nontrivial solution to the conic feasibility problem Ay ∈ K. Condition numbers for this problem (as well as for related ones) are studied to quantify various issues concerning properties of the conic feasibility problem. Some issues especially relevant are the behavior of the problem under data perturbations, the geometry of the set of solutions, and the complexity analyses of algorithms that solve the problem. In this paper we define and characterize a condition number that exploits the possible factorization of K as a product of simpler cones. This condition number extends both Renegar's condition number and the one we defined in [Math. Program., 91 (2001), pp. 163-174] for polyhedral conic systems. We see these results as a step in developing a theory of conditioning that takes into account the structure of the problem. © 2008 Society for Industrial and Applied Mathematics.

关键词Condition numbers Conic systems
DOI10.1137/060665427
URL查看来源
收录类别SCIE
语种英语English
WOS研究方向Mathematics
WOS类目Mathematics, Applied
WOS记录号WOS:000256708900014
Scopus入藏号2-s2.0-61349098916
引用统计
被引频次:5[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/6652
专题理工科技学院
通讯作者Cheung, Dennis
作者单位
1.BNU-HKBU United International College,Tang Jia Wan, Zhuhai, Guandong Province,China
2.Department of Mathematics,City University of Hong Kong,83 Tat Chee Avenue,Kowloon,Hong Kong,China
3.Tepper School of Business,Carnegie Mellon University,5000 Forbes Avenue,Pittsburgh, PA 15213-3890,United States
第一作者单位北师香港浸会大学
通讯作者单位北师香港浸会大学
推荐引用方式
GB/T 7714
Cheung, Dennis,Cucker, Felipe,Peña, Javier. A condition number for multifold conic systems[J]. SIAM Journal on Optimization, 2008, 19(1): 261-280.
APA Cheung, Dennis, Cucker, Felipe, & Peña, Javier. (2008). A condition number for multifold conic systems. SIAM Journal on Optimization, 19(1), 261-280.
MLA Cheung, Dennis,et al."A condition number for multifold conic systems". SIAM Journal on Optimization 19.1(2008): 261-280.
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