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Optimal Hoffman-Type Estimates in Eigenvalue and Semidefinite Inequality Constraints

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Abstract

Starting from a general Hoffman-type estimate for inequalities defined via convex functions, we derive estimates of the same type for inequality constraints expressed in terms of eigenvalue functions (as in eigenvalue optimization) or positive semidefiniteness (as in semidefinite programming).

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Authors and Affiliations

  1. UMR CNRS MIP, Universit Paul Sabatier, 118 Route de Narbonne, 31062, Toulouse, France

    Dominique Az & Jean-Baptiste Hiriart-Urruty

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  1. Dominique Az
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  2. Jean-Baptiste Hiriart-Urruty
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Az, D., Hiriart-Urruty, JB. Optimal Hoffman-Type Estimates in Eigenvalue and Semidefinite Inequality Constraints. Journal of Global Optimization 24, 133–147 (2002). https://doi.org/10.1023/A:1020204916793

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