Error bounds for affine variational inequalities with second-order cone constraints

Indexed by:期刊论文

First Author:Guo, Fang -Fang

Correspondence Author:Guo, FF (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.

Co-author:Zhang, Li-Wei,Ren, Yong-Hong

Journal:OPERATIONS RESEARCH LETTERS

Included Journals:Scopus、SCIE、EI

Volume:45

Issue:5

Page Number:456-460

ISSN No.:0167-6377

Key Words:Lipschitz error bound; Holder error bound; Variational inequality; Second order cone

Abstract:In this paper, error bounds for affine variational inequalities with second-order cone constraints are considered. Examples are given to show that, in general, Lipschitz error bounds may be invalid for affine second-order cone inclusion problems. We provide a sufficient condition (not stronger than Mangasarian-Fromovitz constraint qualification), under which a local Lipschitz error bound is valid for the variational inequality problem. Moreover, under a full row rank assumption, a local HOlder error bound is established for the variational inequality problem and the Wilder exponent is bounded by a function of problem dimensions. (C) 2017 Elsevier B.V. All rights reserved.

Date of Publication:2017-09-01