首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Error bounds for nondifferentiable convex inequalities under a strong Slater constraint qualification
Authors:O L Mangasarian
Institution:(1) Computer Science Department, University of Wisconsin-Madison, 1210 West Dayton Street, 53706 Madison, WI, USA
Abstract:A global error bound is given on the distance between an arbitrary point in then-dimensional real spaceR n and its projection on a nonempty convex set determined bym convex, possibly nondifferentiable, inequalities. The bound is in terms of a natural residual that measures the violations of the inequalities multiplied by a new simple condition constant 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 satisfying the ordinary Slater CQ is given first and then used to derive the principal global error bound. This material is based on research supported by National Science Foundation Grant CCR-9322479 and Air Force Office of Scientific Research grant F49620-97-1-0326.
Keywords:Convex inequalities  Error bounds  Strong Slater constraint qualification
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号