Browsing Operations Research Center Working Papers by Subject "Condition number, convex optimization, conic optimization, duality, sensitivity analysis, perturbation theory."
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On an Extension of Condition Number Theory to Non-Conic Convex Optimization
(Massachusetts Institute of Technology, Operations Research Center, 2003-02)The purpose of this paper is to extend, as much as possible, the modern theory of condition numbers for conic convex optimization: z* := minz ctx s.t. Ax - b Cy C Cx , to the more general non-conic format: z* := minx ctx ...
