Error bounds for nondifferentiable convex inequalities under a strong Slater constraint qualification
Mangasarian, O. L.

Data: 1998
Resum: A global error bound is given on the distance between an arbitrary point in the n-dimensional real space R^n and its projection on a nonempty convex set determined by m convex, possibly nondifferentiable, inequalities. The bound is in terms of a natural residual that measures the violations of the inequalities multiplied by a new simple condition constant that embodies a single strong Slater constraint qualification (CQ) which implies the ordinary Slater CQ. A very simple bound on the distance to the projection relative to the distance to a point satisfying the ordinary Slater CQ is given first and then used to derive the principal global error bound. .
Drets: Tots els drets reservats.
Llengua: Anglès
Document: Article ; recerca ; Versió publicada
Matèria: Convex inequalities ; Error bounds ; Strong Slater constraint qualification
Publicat a: Mathematical Programming, vol. 83 n. 2 (1998) p. 187-194, ISSN 0025-5610

8 p, 284.6 KB
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