Exact order of Hoffman's error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation

Exact order of Hoffman's error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation

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Article ID: iaor20013584
Country: Germany
Volume: 88
Issue: 2
Start Page Number: 223
End Page Number: 253
Publication Date: Jan 2000
Journal: Mathematical Programming
Authors: ,
Abstract:

In this paper, we introduce the exact order of Hoffman's error bounds for approximate solutions of elliptic quadratic inequalities. Elliptic quadratic inequalities are closely related to Chebyshev approximation of vector-valued functions (including complex-valued functions). The set of Chebyshev approximations of a vector-valued function defined on a finite set is shown to be Hausdorff strongly unique of order exactly 2s for some nonnegative integer s. As a consequence, the exact order of Hoffman's error bounds for approximate solutions of elliptic quadratic inequalities is exactly 2–s for some nonnegative integers s. The integer s, called the order of deficiency (which is computable), quantifies how much the Abadie constraint qualification is violated by the elliptic quadratic inequalities.

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