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A DATA-INDEPENDENT DISTANCE TO INFEASIBILITY FOR LINEAR CONIC SYSTEMS

Pena, J; Roshchina, V

Pena, J (corresponding author), Carnegie Mellon Univ, Tepper Sch Business, Pittsburgh, PA 15213 USA.

SIAM JOURNAL ON OPTIMIZATION, 2020; 30 (2): 1049

Abstract

We offer a unified treatment of distinct measures of well-posedness for homogeneous conic systems. To that end, we introduce a distance to infeasibili......

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