Error bounds for solutions of linear equations and inequalities

Error bounds for solutions of linear equations and inequalities

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Article ID: iaor19961823
Country: Germany
Volume: 41
Issue: 2
Start Page Number: 191
End Page Number: 214
Publication Date: Mar 1995
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

Given a system of linear equations and inequalities in n variables, a famous result due to A.J. Hoffman says that the distance of any point in Rn to the solution set of this system is bounded above by the product of a positive constant and the absolute residual. The authors 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, the authors use these results in the analysis of Lipschitz continuity for solutions of parametric quadratic programs.

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