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- W2040628068 abstract "Given a convex program and its dual, we analyze the conditioning of the primal-dual system of constraints, obtained by putting the primal and dual constraints together. We show that the conditioning of the primal-dual system can be estimated in terms of the conditioning of the primal and dual systems. In particular, provided both the primal and dual systems are well-conditioned, the primal-dual system is well-conditioned. We also investigate how the conditioning of the primal-dual system relates to properties of both the primal and dual problems, providing in this way a primal-dual viewpoint for the theory of condition numbers for convex programming." @default.
- W2040628068 created "2016-06-24" @default.
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- W2040628068 date "2001-05-01" @default.
- W2040628068 modified "2023-10-09" @default.
- W2040628068 title "Conditioning of Convex Programs from a Primal-Dual Perspective" @default.
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- W2040628068 doi "https://doi.org/10.1287/moor.26.2.206.10551" @default.
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