DOI: 10.68381/jca09040 ISSN: 0944-6532
On the Distance Theorem in Quadratic Optimization
T. ZolezziThe optimization of convex quadratic forms on Banach spaces is considered. A suitable notion of conditioning under linear perturbations leads to the distance theorem in the free case, thereby extending to the optimization setting the classical Eckart-Young formula: the distance to ill-conditioning equals to the reciprocal of the condition number. Partial results are presented for the linearly constrained case.