The 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.

Contact details are reproduced from the original publication and may be historical.

T. Zolezzi

Dip. di Matematica, Università di Genova, Via Dodecaneso 35, 16146 Genova, Italy

zolezzi@dima.unige.it

T. Zolezzi. “On the Distance Theorem in Quadratic Optimization.” Journal of Convex Analysis 9 (2002), No. 2, 693–700.