Condition numbers and error bounds in convex programming (Q959930)
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English | Condition numbers and error bounds in convex programming |
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Condition numbers and error bounds in convex programming (English)
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16 December 2008
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The authors define and study condition numbers and error bounds for convex sets and their representations. One of the representations considered is by means of the oriented distance introduced by \textit{J.-B. Hiriart-Urruty} [Math. Oper. Res. 4, 79--97 (1979; Zbl 0409.90086)]. The Fenchel subdifferential of this function is computed. Another representation is by means of a convex inequality; in the case of a set defined by convex constraints, such a representation is possible by combining all the constraints by taking the maximum of all the constraint functions. This representation is compared with the one that uses the oriented distance to the set.
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condition numbers
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error bounds
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convex sets
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oriented distance
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