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A data-independent distance to infeasibility for linear conic systems

2018/05/24 by Pena, Javier, Roshchina, Vera
#65F22 #65K10 #90C25 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1805.09494

Abstract

We offer a unified treatment of distinct measures of well-posedness for homogeneous conic systems. To that end, we introduce a distance to infeasibility based entirely on geometric considerations of the elements defining the conic system. Our approach sheds new light on and connects several well-known condition measures for conic systems, including \em Renegar's distance to infeasibility, the \em Grassmannian condition measure, a measure of the \em most interior solution, and other geometric measures of \em symmetry and of \em depth of the conic system.

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