Tight Error Bounds for Log-Determinant Cones Without Constraint Qualifications

Ying Lin, Scott B. Lindstrom, Bruno F. Lourenço, Ting Kei Pong

Research output: Journal article publicationJournal articleAcademic researchpeer-review

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.

Original languageEnglish
Article number45
Pages (from-to)1-42
Number of pages42
JournalJournal of Optimization Theory and Applications
Volume205
Issue number3
DOIs
Publication statusPublished - 9 Apr 2025

Keywords

  • Error bounds
  • Facial residual functions
  • Log-determinant cone

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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