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Mathematics > Optimization and Control

Title: Optimal error bounds in the absence of constraint qualifications with applications to the $p$-cones and beyond

Abstract: We prove tight H\"olderian error bounds for all $p$-cones. Surprisingly, the exponents differ in several ways from those that have been previously conjectured; moreover, they illuminate $p$-cones as a curious example of a class of objects that possess properties in 3 dimensions that they do not in 4 or more. Using our error bounds, we analyse least squares problems with $p$-norm regularization, where our results enable us to compute the corresponding KL exponents for previously inaccessible values of $p$. Another application is a (relatively) simple proof that most $p$-cones are neither self-dual nor homogeneous. Our error bounds are obtained under the framework of facial residual functions, and we expand it by establishing for general cones an optimality criterion under which the resulting error bound must be tight.
Comments: 37 pages, comments welcome. To appear at Mathematics of Operations Research
Subjects: Optimization and Control (math.OC); Numerical Analysis (math.NA)
MSC classes: 90C25, 52A20
Cite as: arXiv:2109.11729 [math.OC]
  (or arXiv:2109.11729v4 [math.OC] for this version)

Submission history

From: Bruno F. Lourenço [view email]
[v1] Fri, 24 Sep 2021 03:50:48 GMT (36kb)
[v2] Thu, 12 May 2022 07:09:51 GMT (37kb)
[v3] Thu, 19 Oct 2023 00:53:32 GMT (2266kb,D)
[v4] Thu, 28 Mar 2024 02:49:54 GMT (2267kb,D)

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