An easily computable upper bound on the Hoffman constant for homogeneous inequality systems
classification
🧮 math.OC
keywords
hoffmanmathbbboundconstantdisteasilyhomogeneousprocedure
read the original abstract
Let $A\in \mathbb{R}^{m\times n}\setminus \{0\}$ and $P:=\{x:Ax\le 0\}$. This paper provides a procedure to compute an upper bound on the following homogeneous Hoffman constant: \[ H_0(A) := \sup_{u\in \mathbb{R}^n \setminus P} \frac{\text{dist}(u,P)}{\text{dist}(Au, \mathbb{R}^m_-)}. \] In sharp contrast to the intractability of computing more general Hoffman constants, the procedure described in this paper is entirely tractable and easily implementable.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.