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A characterization of ill-posed data instances for convex programming

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Abstract.

Given a data instance of a convex program, we provide a collection of conic linear systems such that the data instance is ill-posed if and only if at least one of those systems is satisfied. This collection of conic linear systems is derived from a characterization of the boundary of the set of primal and dual feasible data instances associated with the given convex program.

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Authors and Affiliations

  1. Department of Operations and Information Management, University of Connecticut, 368 Fairfield Road, U-411M, Storrs, CT 06066, USA, e-mail: mnunez@sba.uconn.edu, , , , , , US

    Manuel A. Nunez

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  1. Manuel A. Nunez
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Received: September 1998 / Accepted: August 2000¶Published online October 26, 2001

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Nunez, M. A characterization of ill-posed data instances for convex programming. Math. Program. 91, 375–390 (2002). https://doi.org/10.1007/s101070100265

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  • DOI: https://doi.org/10.1007/s101070100265

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