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Error bounds in mathematical programming

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Abstract

Originated from the practical implementation and numerical considerations of iterative methods for solving mathematical programs, the study of error bounds has grown and proliferated in many interesting areas within mathematical programming. This paper gives a comprehensive, state-of-the-art survey of the extensive theory and rich applications of error bounds for inequality and optimization systems and solution sets of equilibrium problems.

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  1. Department of Mathematical Sciences, The Johns Hopkins University, 21218-2682, Baltimore, MD, USA

    Jong-Shi Pang

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This work is based on research supported by the U.S. National Science Foundation under grant CCR-9624018.

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Pang, JS. Error bounds in mathematical programming. Mathematical Programming 79, 299–332 (1997). https://doi.org/10.1007/BF02614322

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