Hoffman's error bound, local controllability, and sensitivity analysis

被引:74
作者
Jourani, A [1 ]
机构
[1] Dept Math Anal Appl & Optimisat, F-21078 Dijon, France
关键词
subdifferentials; Hoffman's bound; implicit function theorem; generalized equations; controllability; sensitivity analysis;
D O I
10.1137/S0363012998339216
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Our aim is to present sufficient conditions ensuring Hoffman's error bound for lower semicontinuous nonconvex inequality systems and to analyze its impact on the local controllability, implicit function theorem for (non-Lipschitz) multivalued mappings, generalized equations (variational inequalities), and sensitivity analysis and on other problems like Lipschitzian properties of polyhedral multivalued mappings as well as weak sharp minima or linear conditioning. We show how the information about our sufficient conditions can be used to provide a computable constant such that Hoffman's error bound holds. We also show that this error bound is nothing but the classical Farkas lemma for linear inequality systems. In the latter case our constant may be computed explicitly.
引用
收藏
页码:947 / 970
页数:24
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