Skip to main content
Log in

Hoffman’s Least Error Bounds for Systems of Linear Inequalities

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

Let E be a normed space, \(a_1^* ,...,a_m^* \in E^* ,c_1 ,...,c_m \in R\) and \(S = \left\{ {x \in E\left| {\left\langle {a_i^* ,x} \right\rangle - c_i \leqslant 0,1 \leqslant i \leqslant m} \right.} \right\} \ne \emptyset \). Let \(\tau _* = \inf \left\{ {\tau \geqslant 0:dist\left( {x,S} \right) \leqslant \tau \max \left\{ {\left[ {\left\langle {a_i^* ,x} \right\rangle - c_i } \right]_ + :i = 1,...,m} \right\}\forall x \in E} \right\}\). We give some exact formulas for 7#x03C4;.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bergthaller, C. and Singer, I. (1992), The distance to a polyhedron, Linear Algebra and its Applications, 169, 111–129.

    Google Scholar 

  2. Burke, J.V. and Ferris, M.C. (1993), Weak sharp minima in mathematical programming, SIAM. Control and Optim., 31, 1340–1359.

    Google Scholar 

  3. Burke, J.V. and Tseng, P. (1996), A unified analysis of Hoffman’s bound via Fenchel duality, SIAM Journal on Optimization, 6, 265–282.

    Google Scholar 

  4. Guler, O., Hoffman, A.J. and Rothblum, U.G. (1995), Approximations to solutions to systems of linear inequalities, SIAM Journal on Matrix Analysis and Applications, 16, 688–696.

    Google Scholar 

  5. Hoffman, A.J. (1952), On approximate solutions of systems of linear inequalities, Journal of Research of the National Bureau of Standards, 49, 263–265.

    Google Scholar 

  6. Klatte, D. and Thiere, G. (1995), Error bounds for solutions of linear equations and inequalities, Mathematical Methods of Operations Research, 41, 191–214.

    Google Scholar 

  7. Lewis, A.S. and Pang, J.S. (1996), Error bounds for convex inequality systems, In: J.P. Couzeix (ed.), Proceedings of the Fifth Symposium on Generalized Convexity, Luminy-Marseille

  8. Li, W. (1993), The sharp lipschitz constants for feasible and optimal solutions of a perturbed linear program, Linear Algebra and its Applications, 187, 15–40.

    Google Scholar 

  9. Mangasarian, O.L. and Shiau, T.H. (1986), A variable-complexity norm maximization problem, SIAM J. Alg. Discrete Methods, 7, 455–461.

    Google Scholar 

  10. Pang, J.S. (1997), Error bounds in mathematical programming, Mathematical Programming 79, 299–332.

    Google Scholar 

  11. Rockafellar, R.T. (1970), Convex Analysis, Princeton University Press, Princeton, NJ.

    Google Scholar 

  12. Walkup, D.W. and Wets, R.J.B. (1969), Wets, A Lipschitzian characterization of convex polyhedra, Proceedings of the American Mathematical Society, 20, 167–173.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zheng, X.Y., Ng, K.F. Hoffman’s Least Error Bounds for Systems of Linear Inequalities. J Glob Optim 30, 391–403 (2004). https://doi.org/10.1007/s10898-004-7020-x

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-004-7020-x

Navigation