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Error Bounds Via Exact Penalization with Applications to Concave and Quadratic Systems

Author

Listed:
  • Hoai An Le Thi

    (Université de Lorraine)

  • Huynh Ngai

    (University of Quynhon)

  • Tao Pham Dinh

    (INSA-Rouen, University of Normandie)

Abstract

In this paper, we deal with the error bounds for inequality systems and the exact penalization for constrained optimization problems. We firstly investigate the relationships between the error bound and the exact penalization. Then we establish the new error bounds for inequality systems of concave functions and of nonconvex quadratic functions over polyhedral convex sets.

Suggested Citation

  • Hoai An Le Thi & Huynh Ngai & Tao Pham Dinh, 2016. "Error Bounds Via Exact Penalization with Applications to Concave and Quadratic Systems," Journal of Optimization Theory and Applications, Springer, vol. 171(1), pages 228-250, October.
    • Handle: RePEc:spr:joptap:v:171:y:2016:i:1:d:10.1007_s10957-016-0967-1
    DOI: 10.1007/s10957-016-0967-1
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    References listed on IDEAS

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    1. Joseph Frédéric Bonnans & Alexander Ioffe, 1995. "Second-order Sufficiency and Quadratic Growth for Nonisolated Minima," Mathematics of Operations Research, INFORMS, vol. 20(4), pages 801-817, November.
    2. M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
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