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Conditioning of semidefinite programs |
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| Authors: | Madhu V Nayakkankuppam Michael L Overton |
| Institution: | (1) Courant Institute of Mathematical Sciences, 251 Mercer Street, New York, NY 10012, e-mail: madhu@cs.nyu.edu; overton@cs.nyu.edu. The work of both authors was supported in part by National Science Foundation Grant CCR–9731777., US |
| Abstract: | theory. This approach also quantifies the size of permissible perturbations. We include a discussion of these results for block diagonal semidefinite programs, of which linear programming is a special case. Received November 26, 1995 / Revised version received November 1, 1998 Published online February 25, 1999 |
| Keywords: | : semidefinite programming – perturbation theory – Kantorovi theory – condition number Mathematics Subject Classification (1991): 90C31 90C25 90C05 |
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