Condition number theorems in linear-quadratic optimization

DOI10.1080/01630563.2011.594369MaRDI QIDQ3114598zbMATH OpenOpenAlexFDO

Authors Tullio Zolezzi

Publication date 19 February 2012

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2011.594369

zbMATH Keywords

condition number theoremcondition numbersleast squares solutionslinear-quadratic optimization

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Linear-quadratic optimal control problems (49N10) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• Condition Number Theorems in Optimization
• A condition number theorem in convex programming
• scientific article; zbMATH DE number 1873055
• On condition number theorems in mathematical programming
• Stability under perturbations of some condition numbers in optimization

Cites work

• Approximation by invertible and noninvertible operators
• Condition Number Theorems in Optimization
• Condition numbers and error bounds in convex programming
• Conditioning of Convex Programs from a Primal-Dual Perspective
• scientific article; zbMATH DE number 3955816 (Why is no real title available?)
• scientific article; zbMATH DE number 3558452 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• scientific article; zbMATH DE number 194432 (Why is no real title available?)
• scientific article; zbMATH DE number 953017 (Why is no real title available?)
• scientific article; zbMATH DE number 3239037 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• Ill-conditioned convex processes and conic linear systems.
• Incorporating Condition Measures into the Complexity Theory of Linear Programming
• On condition numbers and the distance to the nearest ill-posed problem
• Some perturbation theory for linear programming
• Stability under perturbations of some condition numbers in optimization
• The geometry of ill-conditioning
• Unifying Condition Numbers for Linear Programming

Cited in

(15)

• A theorem of the alternative with an arbitrary number of inequalities and quadratic programming
• On condition number theorems in mathematical programming
• On condition numbers for least squares with quadric inequality constraint
• A condition number theorem in convex programming
• Minimizing Condition Number via Convex Programming
• Condition Number Theorems in Optimization
• scientific article; zbMATH DE number 953017 (Why is no real title available?)
• scientific article; zbMATH DE number 1873055 (Why is no real title available?)
• scientific article; zbMATH DE number 2109417 (Why is no real title available?)
• A partial condition number theorem in mathematical programming
• Condition numbers and Ritz type methods in unconstrained optimization
• A note on level-2 condition numbers
• Unifying Condition Numbers for Linear Programming
• Conditioning theory of the equality constrained quadratic programming and its applications
• Stability under perturbations of some condition numbers in optimization

This page was built for publication: Condition number theorems in linear-quadratic optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3114598)