ERROR-BOUNDS FOR INCONSISTENT LINEAR INEQUALITIES AND PROGRAMS

Authors
Citation
Ol. Mangasarian, ERROR-BOUNDS FOR INCONSISTENT LINEAR INEQUALITIES AND PROGRAMS, Operations research letters, 15(4), 1994, pp. 187-192
Citations number
32
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
ISSN journal
01676377
Volume
15
Issue
4
Year of publication
1994
Pages
187 - 192
Database
ISI
SICI code
0167-6377(1994)15:4<187:EFILIA>2.0.ZU;2-1
Abstract
For any system of linear inequalities, consistent or not, the norm of the violations of the inequalities by a given point, multiplied by a c ondition constant that is independent of the point, bounds the distanc e between the point and the nonempty set of points that minimize these violations. Similarly, for a dual pair of possibly infeasible linear programs, the norm of violations of primal-dual feasibility and primal -dual objective equality, when multiplied by a condition constant, bou nds the distance between a given point and the nonempty set of minimiz ers of these violations. These results extend error bounds for consist ent linear inequalities and linear programs to inconsistent systems.