Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p-Cones and Beyond

被引:0
|
作者
Lindstrom, Scott B. [1 ]
Lourenco, Bruno F. [2 ]
Pong, Ting Kei [3 ]
机构
[1] Curtin Univ, Ctr Optimisat & Decis Sci, Bentley, WA 6102, Australia
[2] Inst Stat Math, Dept Fundamental Stat Math, Tokyo 1908562, Japan
[3] Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Peoples R China
基金
日本学术振兴会;
关键词
error bounds; facial residual functions; Ho<spacing diaeresis>lderian error bounds; p-cones; FACIAL REDUCTION; INEQUALITY; DUALITY;
D O I
10.1287/moor.2022.0135
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We prove tight Ho<spacing diaeresis>lderian <spacing diaeresis>lderian error bounds for all p -cones. Surprisingly, the exponents differ in several ways from those that have been previously conjectured. Moreover, they illuminate p -cones as a curious example of a class of objects that possess properties in three dimensions that they do not in four or more. Using our error bounds, we analyse least squares problems with p -norm regularization, where our results enable us to compute the corresponding Kurdyka-& Lstrok;ojasiewicz exponents for previously inaccessible values of p . Another application is a (relatively) simple proof that most p -cones are neither self -dual nor homogeneous. Our error bounds are obtained under the framework of facial residual functions, and we expand it by establishing for general cones an optimality criterion under which the resulting error bound must be tight.
引用
收藏
页数:30
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