On the Grassmann condition number
Abstract
We give new insight into the Grassmann condition of the conic feasibility problem Here is a regular convex cone and is a linear subspace of the finite dimensional Euclidean vector space . The Grassmann condition of this problem is the reciprocal of the distance from to the set of ill-posed instances in the Grassmann manifold where lives. We consider a very general distance in the Grassmann manifold defined by two possibly different norms in . 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 induced by , 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.
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}
}