A characterization of ill-posed data instances for convex programming

A characterization of ill-posed data instances for convex programming

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Article ID: iaor2003771
Country: Germany
Volume: 91
Issue: 2
Start Page Number: 375
End Page Number: 390
Publication Date: Jan 2002
Journal: Mathematical Programming
Authors:
Abstract:

Given a data instance of a convex program, we provide a collection of conic linear systems such that the data instance is ill-posed if and only if at least one of those systems is satisfied. This collection of conic linear systems is derived from a characterization of the boundary of the set of primal and dual feasible data instances associated with the given convex program.

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