Error bounds in mathematical programming

被引:387
作者
Pang, JS
机构
[1] Department of Mathematical Sciences, Johns Hopkins University, Baltimore
关键词
error bounds; inequality systems; complementarity problems; variational inequalities; metric regularity; penalty function; convergence of algorithms;
D O I
10.1007/BF02614322
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Originated from the practical implementation and numerical considerations of iterative methods for solving mathematical programs, the study of error bounds has grown and proliferated in many interesting areas within mathematical programming, This paper gives a comprehensive, state-of-the-art survey of the extensive theory and rich applications of error bounds for inequality and optimization systems and solution sets of equilibrium problems. (C) 1997 The Mathematical Programming Society, Inc, Published by Elsevier Science B.V.
引用
收藏
页码:299 / 332
页数:34
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