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Condition numbers and error bounds in convex programming

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Abstract

After a brief survey on condition numbers for linear systems of equalities, we analyse error bounds for convex functions and convex sets. The canonical representation of a convex set is defined. Other representations of a convex set by a convex function are compared with the canonical representation. Then, condition numbers are introduced for convex sets and their convex representations.

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Correspondence to J. -P. Crouzeix.

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Dedicated to Professor Alfred Auslender.

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Coulibaly, A., Crouzeix, J.P. Condition numbers and error bounds in convex programming. Math. Program. 116, 79–113 (2009). https://doi.org/10.1007/s10107-007-0132-6

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  • DOI: https://doi.org/10.1007/s10107-007-0132-6

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Mathematics Subject Classification (2000)