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Tight error bounds for log-determinant cones without constraint qualifications

Authors :
Lin, Ying
Lindstrom, Scott B.
Lourenço, Bruno F.
Pong, Ting Kei
Publication Year :
2024

Abstract

In this paper, without requiring any constraint qualifications, we establish tight error bounds for the log-determinant cone, which is the closure of the hypograph of the perspective function of the log-determinant function. This error bound is obtained using the recently developed framework based on one-step facial residual functions.<br />Comment: 32 pages, comments welcome

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2403.07295
Document Type :
Working Paper