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

Authors
Citation
A. Jourani, Hoffman's error bound, local controllability, and sensitivity analysis, SIAM J CON, 38(3), 2000, pp. 947-970
Citations number
56
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
38
Issue
3
Year of publication
2000
Pages
947 - 970
Database
ISI
SICI code
0363-0129(20000316)38:3<947:HEBLCA>2.0.ZU;2-V
Abstract
Our aim is to present sufficient conditions ensuring Hoffman's error bound for lower semicontinuous nonconvex inequality systems and to analyze its im pact on the local controllability, implicit function theorem for (non-Lipsc hitz) multivalued mappings, generalized equations (variational inequalities ), and sensitivity analysis and on other problems like Lipschitzian propert ies of polyhedral multivalued mappings as well as weak sharp minima or line ar conditioning. We show how the information about our sufficient condition s can be used to provide a computable constant such that Hoffman's error bo und 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.