Error bounds for inconsistent linear inequalities and programs

Error bounds for inconsistent linear inequalities and programs

0.00 Avg rating0 Votes
Article ID: iaor19951499
Country: Netherlands
Volume: 15
Issue: 4
Start Page Number: 187
End Page Number: 192
Publication Date: Apr 1994
Journal: Operations Research Letters
Authors:
Abstract:

For any system of linear inequalities, consistent or not, the norm of the violations of the inequalities by a given point, multiplied by a condition constant that is independent of the point, bounds the distance between the point and the nonempty set of points that minimize these violations. Similarly, for a dual pair of possibly infeasible linear programs, the norm of violations of primal-dual feasibility and primal-dual objective equality, when multiplied by a condition constant, bounds the distance between a given point and the nonempty set of minimizers of these violations. These results extend error bounds for consistent linear inequalities and linear programs to inconsistent systems.

Reviews

Required fields are marked *. Your email address will not be published.