Abstract

The condition number of a given mathematical problem is often related to the reciprocal of its distance from ill-conditioning. Such a property is proved here in the infinite-dimensional setting for linear-quadratic convex optimization of two types: linearly constrained convex quadratic problems, and minimum norm least squares solutions. A uniform version of such theorem is obtained in both cases for suitably equi-bounded classes of optimization problems. An application to the conditioning of a Ritz method is presented. For least squares problems it is shown that the semi-Fredholm property of the operators involved determines the validity of a condition number theorem.

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