The structured distance to ill-posedness for conic systems

The structured distance to ill-posedness for conic systems

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Article ID: iaor20072570
Country: United States
Volume: 29
Issue: 4
Start Page Number: 776
End Page Number: 785
Publication Date: Nov 2004
Journal: Mathematics of Operations Research
Authors:
Abstract:

An important measure of conditioning of a conic linear system is the size of the smallest structured perturbation making the system ill-posed. We show that this measure is unchanged if we restrict to perturbations of low rank. We thereby derive a broad generalization of the classic Eckart–Young result characterizing the distance to ill-posedness for a linear map.

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