Tight Error Bounds for Log-Determinant Cones Without Constraint Qualifications

Ying Lin (), Scott B. Lindstrom (), Bruno F. Lourenço () and Ting Kei Pong ()
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Ying Lin: The Hong Kong Polytechnic University
Scott B. Lindstrom: Curtin University
Bruno F. Lourenço: Institute of Statistical Mathematics
Ting Kei Pong: The Hong Kong Polytechnic University

Journal of Optimization Theory and Applications, 2025, vol. 205, issue 3, No 4, 42 pages

Abstract: 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.

Keywords: Error bounds; Facial residual functions; Log-determinant cone (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10957-025-02644-1

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