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Understanding the geometry of infeasible perturbations of a conic linear system. (English) Zbl 0957.15005

The distance to infeasibility of a conic linear system \(Ax=b\), \(x\in C\) \((C\) is a closed convex cone) is considered. The problem is studied how to describe the set of infeasible distances that are near a given feasible distancce. It is shown for a rank one perturbation that the smallest essentially infeasible perturbation can be characterized as the solution of a certain convex optimization problem. Perturbations with restricted structure are studied. The results are extended to more general systems \(Ax-b\in C\) \((C_x\) and \(C_y\) are closed convex cones).

MSC:

15A12 Conditioning of matrices
65F35 Numerical computation of matrix norms, conditioning, scaling
90C25 Convex programming
90C31 Sensitivity, stability, parametric optimization
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