On sharp Lipschitz and Hoffman constants for a system of linear inequalities (Q5955522)

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scientific article; zbMATH DE number 1705176
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On sharp Lipschitz and Hoffman constants for a system of linear inequalities
scientific article; zbMATH DE number 1705176

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    On sharp Lipschitz and Hoffman constants for a system of linear inequalities (English)
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    21 February 2002
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    The authors show that the calculation of exact Lipschitz and Hoffman constants for the finite systems of linear inequalities \(a_ix \leq \lambda_i, i\in I =\{1,\dots , m\} \) can be reduced to the calculation of eigenvalues of the Gram matrix based on the systems of vectors \(\{a_i\), \(i \in J\} \) where \(J\subset I\).
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    systems of linear inequalities
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    Lipschitz and Hoffman constants
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    eigenvalues of Gram matrix
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