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

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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 integer 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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Received: April 15, 1999 / Accepted: February 21, 2000¶Published online July 20, 2000

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Bartelt, M., Li, W. Exact order of Hoffman’s error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation. Math. Program. 88, 223–253 (2000). https://doi.org/10.1007/s101070050015

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  • DOI: https://doi.org/10.1007/s101070050015

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