Optimal Hoffman-Type Estimates in Eigenvalue and Semidefinite Inequality Constraints

Authors:
Dominique Az;Jean-Baptiste Hiriart-Urruty
Affiliations:
UMR CNRS MIP, Universit Paul Sabatier, 118 Route de Narbonne, 31062 Toulouse Cedex, France (e-mail:aze@mip.ups-tlse.fr);UMR CNRS MIP, Universit Paul Sabatier, 118 Route de Narbonne, 31062 Toulouse Cedex, France (e-mail:jbhu@cict.fr)
Venue:
Journal of Global Optimization
Year:
2002

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Abstract

Starting from a general Hoffman-type estimate for inequalities defined via convex functions, we derive estimates of the same type for inequality constraints expressed in terms of eigenvalue functions (as in eigenvalue optimization) or positive semidefiniteness (as in semidefinite programming).