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arXiv:2403.07295 [math.OC]AbstractReferencesReviewsResources

Tight error bounds for log-determinant cones without constraint qualifications

Ying Lin, Scott B. Lindstrom, Bruno F. Lourenço, Ting Kei Pong

Published 2024-03-12Version 1

In this paper, without requiring any constraint qualifications, we establish tight error bounds for the log-determinant cone, which is the closure of the hypograph of the perspective function of the log-determinant function. This error bound is obtained using the recently developed framework based on one-step facial residual functions.

Comments: 32 pages, comments welcome
Categories: math.OC, cs.NA, math.NA
Subjects: 90C25, 52A20
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