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Condition-Based Complexity of Convex Optimization in Conic Linear Form via the Ellipsoid Algorithm
A convex optimization problem in conic linear form is an optimization problem of the form $$\begin{array}{lclr} CP(d): & {\rm maximize} & c^{T}x \\ & \mbox{ s.t. } & b-Ax \in C_{Y},\\ & & x \in C_{X} , \\ \end{array}$$ where $C_{X}$ and $C_{Y}$ are closed convex cones in n- and …