English

Error bounds for perspective cones of a class of nonnegative Legendre functions

Optimization and Control 2025-10-01 v1 Numerical Analysis Metric Geometry Numerical Analysis

Abstract

Error bounds play a central role in the study of conic optimization problems, including the analysis of convergence rates for numerous algorithms. Curiously, those error bounds are often H\"olderian with exponent 1/2. In this paper, we try to explain the prevalence of the 1/2 exponent by investigating generic properties of error bounds for conic feasibility problems where the underlying cone is a perspective cone constructed from a nonnegative Legendre function on R\mathbb{R}. Our analysis relies on the facial reduction technique and the computation of one-step facial residual functions (1-FRFs). Specifically, under appropriate assumptions on the Legendre function, we show that 1-FRFs can be taken to be H\"olderian of exponent 1/2 almost everywhere with respect to the two-dimensional Hausdorff measure. This enables us to further establish that having a uniform H\"olderian error bound with exponent 1/2 is a generic property for a class of feasibility problems involving these cones.

Keywords

Cite

@article{arxiv.2509.26289,
  title  = {Error bounds for perspective cones of a class of nonnegative Legendre functions},
  author = {Xiaozhou Wang and Bruno F. Lourenço and Ting Kei Pong},
  journal= {arXiv preprint arXiv:2509.26289},
  year   = {2025}
}

Comments

45 pages, comments welcome