On the sensitivity analysis of Hoffman constants for systems of linear inequalities (Q2784444)

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scientific article; zbMATH DE number 1732334
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On the sensitivity analysis of Hoffman constants for systems of linear inequalities
scientific article; zbMATH DE number 1732334

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    23 April 2002
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    linear inequalities
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    Hoffman's bounds
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    polyhedral functions
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    variational method
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    linear program
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    On the sensitivity analysis of Hoffman constants for systems of linear inequalities (English)
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    This paper deals with linear inequalities and uses a general variational method developed by the authors of this article and \textit{R. E. Lucchetti} [Nonlinear Anal. Theory Methods Appl. 49A, No. 5, 643-670 (2002; Zbl 1035.49014)]. A formula for the best Hoffman constant on a nonempty polyhedron in \(\mathbb{R}^n\) is given [cf. \textit{A. J. Hoffman}, On approximate solutions of systems of linear inequalities, J. Research Nat. Bur. Standards 49, 263-265 (1952; MR 14,455b)]. Then the authors sharpen some results of \textit{Z. Q. Luo} and \textit{P. Tseng} [SIAM J. Matrix Anal. Appl. 15, No. 2, 636-660 (1994; Zbl 0799.65063)] by characterizing the continuity set of some Hoffman constants and by pointing out their local Lipschitzian character. The results are applied to the study of the behaviour of the solution set of a linear program.
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