A note on error bounds for convex and nonconvex programs

A note on error bounds for convex and nonconvex programs

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Article ID: iaor20003727
Country: Netherlands
Volume: 12
Issue: 1/2/3
Start Page Number: 41
End Page Number: 51
Publication Date: Jan 1999
Journal: Computational Optimization and Applications
Authors:
Keywords: optimization, programming: mathematical
Abstract:

Given a single feasible solution xF and a single infeasible solution xl of a mathematical program, we provide an upper bound to the optimal dual value. We assume that xF satisfies a weakened form of the Slater condition. We apply the bound to convex programs and we discuss its relation to Hoffman-like bounds. As a special case, we recover a bound due to Mangasarian on the distance of a point to a convex set specified by inequalities.

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