A Condition Number for Differentiable Convex Inequalities

Published Online:https://doi.org/10.1287/moor.10.2.175

For a system of differentiable convex inequalities, a new bound is given for the absolute error in an infeasible point in terms of the absolute residual. By using this bound a condition number is defined for the system of inequalities which gives a bound for the relative error in an infeasible point in terms of the relative residual.

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