Ol. Mangasarian, ERROR-BOUNDS FOR NONDIFFERENTIABLE CONVEX INEQUALITIES UNDER A STRONGSLATER CONSTRAINT QUALIFICATION, Mathematical programming, 83(2), 1998, pp. 187-194
Citations number
12
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming","Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
A global error bound is given on the distance between an arbitrary poi
nt in the n-dimensional real space R-n and its projection on a nonempt
y convex set determined by m convex, possibly nondifferentiable, inequ
alities. The bound is in terms of a natural residual that measures the
violations of the inequalities multiplied by a new simple condition c
onstant 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 satisfy
ing the ordinary Slater CQ is given first and then used to derive the
principal global error bound. (C) 1998 The Mathematical Programming So
ciety, Inc. Published by Elsevier Science B,V.