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

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Indexed by:期刊论文
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

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