5 research outputs found
A Complementarity Partition Theorem for Multifold Conic Systems
Consider a homogeneous multifold convex conic system and its alternative system A\transp y \in
K_1^*\times...\times K_r^*, where are regular closed convex
cones. We show that there is canonical partition of the index set
determined by certain complementarity sets associated to the most interior
solutions to the two systems. Our results are inspired by and extend the
Goldman-Tucker Theorem for linear programming.Comment: 12 pages, 2 figure
A Condition Number for Multifold Conic Systems
The analysis of iterative algorithms solving a conic feasibility
problem Ay ∈ K, with A a linear map and K a regular, closed,
convex cone, can be conveniently done in terms of Renegar’s condition
number C(A) of the input data A. In this paper we define and
characterize a condition number which exploits the possible factorization
of K as a product of simpler cones. This condition number,
which extends the one defined in [Math. Program., 91:163–174, 2001]
for polyhedral conic systems, captures better the conditioning of the
problem by filtering out, e.g., differences in scaling between components
corresponding to different factors of K. We see these results as
a step in developing a theory of conditioning that takes into account
the structure of the problem