Asymptotic constraint qualifications and global error bounds for convex inequalities

被引:58
作者
Klatte, D [1 ]
Li, W
机构
[1] Univ Zurich, Inst Operat Res, CH-8044 Zurich, Switzerland
[2] Old Dominion Univ, Dept Math & Stat, Norfolk, VA 23529 USA
关键词
convex inequalities; global error bound; asymptotic constraint qualification; bounded excess condition;
D O I
10.1007/s10107980002a
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper we study various asymptotic constraint qualifications for the existence of global error bounds for approximate solutions of convex inequalities. Many known conditions that ensure the existence of such a global error bound are shown to be equivalent to one of the following three conditions: (i) the bounded excess condition, (ii) Slater condition together with the asymptotic constraint qualification defined by Auslender and Crouzeix [1], and (iii) positivity of normal directional derivatives of the maximum of the constraint functions introduced by Lewis and Pang [12].
引用
收藏
页码:137 / 160
页数:24
相关论文
共 20 条
[1]   GLOBAL REGULARITY THEOREMS [J].
AUSLENDER, AA ;
CROUZEIX, JP .
MATHEMATICS OF OPERATIONS RESEARCH, 1988, 13 (02) :243-253
[2]  
AUSLENDER AA, 1989, ANNALES DE LINSTITUT HENRI POINCARE, VOL 6 SUPPL, P101
[3]  
Bazaraa M.S., 2013, Nonlinear Programming-Theory and Algorithms, V3rd
[4]  
Belousov E. G., 1993, SOLVABILITY STABILIT
[5]   A unified analysis of Hoffman's bound via Fenchel duality [J].
Burke, JV ;
Tseng, P .
SIAM JOURNAL ON OPTIMIZATION, 1996, 6 (02) :265-282
[6]  
DENG S, IN PRESS MATH PROGRA
[7]   Global error bounds for convex inequality systems in Banach spaces [J].
Deng, SE .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1998, 36 (04) :1240-1249
[8]  
Hiriart-Urruty J-B., 1993, CONVEX ANAL MINIMIZA
[9]   ON APPROXIMATE SOLUTIONS OF SYSTEMS OF LINEAR INEQUALITIES [J].
HOFFMAN, AJ .
JOURNAL OF RESEARCH OF THE NATIONAL BUREAU OF STANDARDS, 1952, 49 (04) :263-265
[10]  
KLATTE D, 1997, APPROX OPTIM, V9, P201