Abstract
The existence of global error bound for convex inclusion problems is discussed in this paper, including pointwise global error bound and uniform global error bound. The existence of uniform global error bound has been carefully studied in Burke and Tseng (SIAM J. Optim. 6(2), 265–282, 1996) which unifies and extends many existing results. Our results on the uniform global error bound (see Theorem 3.2) generalize Theorem 9 in Burke and Tseng (1996) by weakening the constraint qualification and by widening the varying range of the parameter. As an application, the existence of global error bound for convex multifunctions is also discussed.
Similar content being viewed by others
References
Burke J.V. and Tseng P. (1996). A unified analysis of Hoffman’s bound via Fenchel duality. SIAM J. Optim. 6(2): 265–282
Gwinner J. (1977). Closed images of convex multivalued mappings in linear topological spaces with applications. J. Math. Anal. Appl. 60(1): 75–86
He Y.R. and Sun J. (2005). Error bounds for degenerate cone inclusion problems. Math. Oper. Res. 32(3): 701–717
He Y.R. and Sun J. (2006). Second order sufficient conditions for error bounds in Banach spaces. SIAM J. Optim. 17(3): 795–805
Hoffman A.J. (1952). On approximate solutions of systems of linear inequalities. J. Res. Nat. Bur. Stand. 49: 263–265
Huang L.R. and Ng K.F. (2004). On first- and second-order conditions for error bounds. SIAM J. Optim. 14: 1057–1073
Ioffe A.D. (1979). Regular points of Lipschitz functions. Trans. Am. Math. Soc. 251: 61–69
Lewis A.S. and Pang J.-S. (1998). Error bounds for convex inequality systems. In: Crouzeix, J.-P., Martinez-Legaz, J.-E. and Volle, M. (eds) Generalized Convexity, Generalized Monotonicity: Recent Results, pp 75–110. Kluwer, Dordrecht
Luenberger D.G. (1969). Optimization by Vector Space Methods. Wiley, New York
Ng K.F. and Yang W.H. (2002). Error bounds for abstract linear inequality systems. SIAM J. Optim. 13(1): 24–43
Ng K.F. and Zheng X.Y. (2000). Global error bounds with fractional exponents. Math. Program. Ser. B 88(2): 357–370
Rockafellar R.T. (1970). Convex Analysis. Princeton University Press, Princeton, NJ
Wu Z. and Ye J.J. (2002). On error bounds for lower semicontinuous functions. Math. Program. Ser. A 92(2): 301–314
Zălinescu C. (2002). Convex Analysis in General Vector Spaces. World Scientific Publishing, River Edge, NJ
Zălinescu C. (2003). A nonlinear extension of Hoffman’s error bound for linear inequalities. Math. Oper. Res. 28(3): 524–532
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
He, Y. Global error bound for convex inclusion problems. J Glob Optim 39, 419–426 (2007). https://doi.org/10.1007/s10898-007-9145-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-007-9145-1