A characterization of the distance to infeasibility under block-structured perturbations

✍ Scribed by Javier Peña

• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 193 KB
• Volume: 370
• Category: Article
• ISSN: 0024-3795
• DOI: 10.1016/s0024-3795(03)00392-6

✦ Synopsis

We discuss several generalizations of the classical Eckart and Young identity:

We show that a natural extension of this identity holds for rectangular matrices defining conic systems of constraints, and for perturbations restricted to a particular block structure, such as those determined by a sparsity pattern.

Our results extend and unify the classical Eckart and Young identity, Renegar's characterization of the distance to infeasibility [Math. Program. 70 (