2024/03/12 by Lin, Ying, Lindstrom, Scott B., Lourenço, Bruno F. +1 · 1 citation
#52A20 #90C25 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.2403.07295
In this paper, without requiring any constraint qualifications, we establish tight error bounds for the log-determinant cone, which is the closure of the hypograph of the perspective function of the log-determinant function. This error bound is obtained using the recently developed framework based on one-step facial residual functions.