论文标题

严格的互补性方法,以限制错误和圆锥程序解决方案的敏感性

A Strict Complementarity Approach to Error Bound and Sensitivity of Solution of Conic Programs

论文作者

Ding, Lijun, Udell, Madeleine

论文摘要

在本文中,我们提供了一个基本,几何和统一的框架来分析我们称为严格互补方法的锥形程序。该框架使我们能够建立误差界限并量化解决方案的灵敏度。该框架使用凸几何和线性代数中的三个经典思想:凸组的线性规律性,面部减少和正交分解。我们展示了如何使用此框架来推导线性编程(LP),二阶锥编程(SOCP)和半决赛编程(SDP)的错误界限。

In this paper, we provide an elementary, geometric, and unified framework to analyze conic programs that we call the strict complementarity approach. This framework allows us to establish error bounds and quantify the sensitivity of the solution. The framework uses three classical ideas from convex geometry and linear algebra: linear regularity of convex sets, facial reduction, and orthogonal decomposition. We show how to use this framework to derive error bounds for linear programming (LP), second order cone programming (SOCP), and semidefinite programming (SDP).

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