Error bounds for infinite systems of convex inequalities without Slater's condition

Gugat M (2000)


Publication Language: English

Publication Type: Journal article

Publication year: 2000

Journal

Publisher: Springer Verlag (Germany)

Book Volume: 88

Pages Range: 255-275

Journal Issue: 2

URI: http://www.springerlink.com/app/home/contribution.asp?wasp=f62clce4kc2rww8fa45u&referrer=parent&backto=issue,3,10;journal,31,44;linkingpublicationresults,id:103081,1

DOI: 10.1007/s101070050016

Abstract

The feasible set of a convex semi-infinite program is described by a possibly infinite system of convex inequality constraints. We want to obtain an upper bound for the distance of a given point from this set in terms of a constant multiplied by the value of the maximally violated constraint function in this point. Apart from this Lipschitz case we also consider error bounds of Hölder type, where the value of the residual of the constraints is raised to a certain power. We give sufficient conditions for the validity of such bounds. Our conditions do not require that the Slater condition is valid. For the definition of our conditions, we consider the projections on enlarged sets corresponding to relaxed constraints. We present a condition in terms of projection multipliers, a condition in terms of Slater points and a condition in tenus of descent directions. For the Lipschitz case, we give five equivalent characterizations of the validity of a global error bound. We extend previous results in two directions: First, we consider infinite systems of inequalities instead of finite systems. The second point is that we do not assume that the Slater condition holds which has been required in almost all earlier papers. © Springer-Verlag 2000.

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How to cite

APA:

Gugat, M. (2000). Error bounds for infinite systems of convex inequalities without Slater's condition. Mathematical Programming, 88(2), 255-275. https://doi.org/10.1007/s101070050016

MLA:

Gugat, Martin. "Error bounds for infinite systems of convex inequalities without Slater's condition." Mathematical Programming 88.2 (2000): 255-275.

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