The structured distance to ill-posedness for conic systems
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2003
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| _version_ | 1866918162898878464 |
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| author | Lewis, Adrian S. |
| author_facet | Lewis, Adrian S. |
| contents | An important measure of conditioning of a conic linear system is the size of the smallest structured perturbation making the system ill-posed. We show that this measure is unchanged if we restrict to perturbations of low rank. We thereby derive a broad generalization of the classical Eckart-Young result characterizing the distance to ill-posedness for a linear map. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_math_0309100 |
| institution | arXiv |
| publishDate | 2003 |
| record_format | arxiv |
| spellingShingle | The structured distance to ill-posedness for conic systems Lewis, Adrian S. Optimization and Control Numerical Analysis 15A12, 90C31, 65F35, 93B35 An important measure of conditioning of a conic linear system is the size of the smallest structured perturbation making the system ill-posed. We show that this measure is unchanged if we restrict to perturbations of low rank. We thereby derive a broad generalization of the classical Eckart-Young result characterizing the distance to ill-posedness for a linear map. |
| title | The structured distance to ill-posedness for conic systems |
| topic | Optimization and Control Numerical Analysis 15A12, 90C31, 65F35, 93B35 |
| url | https://arxiv.org/abs/math/0309100 |