Two properties of condition numbers for convex programs via implicitly defined barrier functions

DOI10.1007/S101070200294zbMath1014.65049OpenAlexW1998953328MaRDI QIDQ1849258

Javier F. Peña

Publication date: 1 December 2002

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101070200294

zbMATH Keywords

algorithminterior-point methodsconvex programscondition numbersdistance to infeasibility

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51) Numerical computation of matrix norms, conditioning, scaling (65F35)

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