English

An easily computable upper bound on the Hoffman constant for homogeneous inequality systems

Optimization and Control 2023-07-17 v2

Abstract

Let ARm×n{0}A\in \mathbb{R}^{m\times n}\setminus \{0\} and P:={x:Ax0}P:=\{x:Ax\le 0\}. This paper provides a procedure to compute an upper bound on the following homogeneous Hoffman constant: H0(A):=supuRnPdist(u,P)dist(Au,Rm). 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.

Keywords

Cite

@article{arxiv.2302.02193,
  title  = {An easily computable upper bound on the Hoffman constant for homogeneous inequality systems},
  author = {Javier Peña},
  journal= {arXiv preprint arXiv:2302.02193},
  year   = {2023}
}

Comments

13 pages

R2 v1 2026-06-28T08:32:02.613Z