English

On the Grassmann condition number

Optimization and Control 2016-04-27 v2

Abstract

We give new insight into the Grassmann condition of the conic feasibility problem xLK{0}. x \in L \cap K \setminus\{0\}. Here KVK\subseteq V is a regular convex cone and LVL\subseteq V is a linear subspace of the finite dimensional Euclidean vector space VV. The Grassmann condition of this problem is the reciprocal of the distance from LL to the set of ill-posed instances in the Grassmann manifold where LL lives. We consider a very general distance in the Grassmann manifold defined by two possibly different norms in VV. We establish the equivalence between the Grassmann distance to ill-posedness of the above problem and a natural measure of the least violated trial solution to its alternative feasibility problem. We also show a tight relationship between the Grassmann and Renegar's condition measures, and between the Grassman measure and a symmetry measure of the above feasibility problem. Our approach can be readily specialized to a canonical norm in VV induced by KK, a prime example being the one-norm for the non-negative orthant. For this special case we show that the Grassmann distance ill-posedness of is equivalent to a measure of the most interior solution to the above conic feasibility problem.

Keywords

Cite

@article{arxiv.1604.04637,
  title  = {On the Grassmann condition number},
  author = {Javier Pena and Vera Roshchina},
  journal= {arXiv preprint arXiv:1604.04637},
  year   = {2016}
}
R2 v1 2026-06-22T13:33:38.180Z