Error bounds for solutions of linear equations and inequalities |
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Authors: | Diethard Klatte Gisbert Thiere |
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Institution: | (1) Institut für Operations Research, Universität Zürich, Moussonstraße 15, 8044 Zürich, Switzerland;(2) Gr. Steinstraße 10, 06108 Halle/Saale, Germany |
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Abstract: | Given a system of linear equations and inequalities inn variables, a famous result due to A. J. Hoffman (1952) says that the distance of any point in
n
to the solution set of this system is bounded above by the product of a positive constant and the absolute residual. We shall discuss explicit representations of this constant in dependence upon the pair of norms used for the estimation. A method for computing a special form of Hoffman constants is proposed. Finally, we use these results in the analysis of Lipschitz continuity for solutions of parametric quadratic programs. |
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