The Structured Distance to Ill-Posedness for Conic Systems

DOI10.1287/MOOR.1040.0104MaRDI QIDQ5704198zbMATH OpenOpenAlexFDO

Authors A. S. Lewis

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0309100

zbMATH Keywords

condition numberconic systemdistance to infeasibilitystructured singular valuessublinear mapssurjectivity

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Numerical computation of matrix norms, conditioning, scaling (65F35) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31) Abstract computational complexity for mathematical programming problems (90C60)

Abstract: An important measure of conditioning of a conic linear system is the size of the smallest structured perturbation making the system ill-posed. We show that this measure is unchanged if we restrict to perturbations of low rank. We thereby derive a broad generalization of the classical Eckart-Young result characterizing the distance to ill-posedness for a linear map.

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Cited in

(11)

• On strata of degenerate polyhedral cones. I: Condition and distance to strata
• A characterization of the distance to infeasibility under block-structured perturbations
• Some characterizations and properties of the ``distance to the ill-posedness and the condition measure of a conic linear system
• New characterizations of Hoffman constants for systems of linear constraints
• On the estimate of the distance to non-invertibility
• Ill-conditioned convex processes and conic linear systems.
• A data-independent distance to infeasibility for linear conic systems
• Ill-conditioned inclusions
• Conic systems and sublinear mappings: equivalent approaches.
• Structured distance to non-surjectivity of convex processes and its applications to robust controllability under structured perturbations
• On regularity of convex multifunctions

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