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Tight error bounds for log-determinant cones without constraint qualifications (2403.07295v2)

Published 12 Mar 2024 in math.OC, cs.NA, and math.NA

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.

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