A Note on Error Bounds for Convex and Nonconvex Programs

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作者：
Bertsekas, Dimitri P. [1 ]
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[1] Dept. of Elec. Eng. and Comp. Sci., M.I.T., Cambridge, MA 02139, United States
来源：
Computational Optimization and Applications | / 12卷 / 1-3期
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摘要：
Given a single feasible solution xF and a single infeasible solution xI 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 [11] on the distance of a point to a convex set specified by inequalities.
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页码：41 / 51
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