Tight error bounds for log-determinant cones without constraint qualifications
Optimization and Control
2024-04-12 v2 Numerical Analysis
Numerical Analysis
Abstract
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.
Cite
@article{arxiv.2403.07295,
title = {Tight error bounds for log-determinant cones without constraint qualifications},
author = {Ying Lin and Scott B. Lindstrom and Bruno F. Lourenço and Ting Kei Pong},
journal= {arXiv preprint arXiv:2403.07295},
year = {2024}
}
Comments
32 pages, comments welcome