Abstract
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.
Original language | English (US) |
---|---|
Pages (from-to) | 41-51 |
Number of pages | 11 |
Journal | Computational Optimization and Applications |
Volume | 12 |
Issue number | 1-3 |
DOIs | |
State | Published - 1999 |
Externally published | Yes |
Keywords
- Convex programming
- Duality
- Error bounds
- Optimization
ASJC Scopus subject areas
- Control and Optimization
- Computational Mathematics
- Applied Mathematics