A data-independent distance to infeasibility for linear conic systems
Javier Peña, Vera Roshchina
Abstract
Open-access reader
Javier Peña, Vera Roshchina
Abstract
Open-access reader
We offer a unified treatment of distinct measures of well-posedness for homogeneous conic systems. To that end, we introduce a distance to infeasibility based entirely on geometric considerations of the elements defining the conic system. Our approach sheds new light on and connects several well-known condition measures for conic systems, including {\em Renegar's} distance to infeasibility, the {\em Grassmannian} condition measure, a measure of the {\em most interior} solution, and other geometric measures of {\em symmetry} and of {\em depth} of the conic system.
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We offer a unified treatment of distinct measures of well-posedness for homogeneous conic systems. To that end, we introduce a distance to infeasibility based entirely on geometric considerations of the elements defining the conic system. Our approach sheds new light on and connects several well-known condition measures for conic systems, including {\em Renegar's} distance to infeasibility, the {\em Grassmannian} condition measure, a measure of the {\em most interior} solution, and other geometric measures of {\em symmetry} and of {\em depth} of the conic system.
Key concepts: Conic section, Measure (data warehouse), Mathematics, Grassmannian, Homogeneous, Symmetry (geometry), Mathematical optimization, Computer science