Perturbation analysis of global error bounds for systems of linear inequalities

Perturbation analysis of global error bounds for systems of linear inequalities

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Article ID: iaor20013633
Country: Germany
Volume: 88
Issue: 2
Start Page Number: 277
End Page Number: 284
Publication Date: Jan 2000
Journal: Mathematical Programming
Authors:
Abstract:

This paper studies the existence of a uniform global error bound when a system of linear inequalities is under local arbitrary perturbations. Specifically, given a possibly infinite system of linear inequalities satisfying the Slater's condition and a certain compactness condition, it is shown that for sufficiently small arbitrary perturbations the perturbed system is solvable and there exists a uniform global error bound if and only if the original system is bounded or its homogeneous system has a strict solution.

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