New preprint “Tight error bounds for log-determinant cones without constraint qualifications”

2024/03/13

Available at arxiv.

Authors

Ying Lin (Hong Kong Poly. U.), Scott B. Lindstrom (Curtin U.), Bruno F. Lourenço (ISM), Ting Kei Pong (Hong Kong Poly. U.)

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.