Release Time:2019-03-11  Hits:

Indexed by: Journal Article

Date of Publication: 2017-09-01

Journal: OPERATIONS RESEARCH LETTERS

Included Journals: EI、SCIE、Scopus

Volume: 45

Issue: 5

Page Number: 456-460

ISSN: 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.