A Conic Duality Frank–Wolfe-Type Theorem via Exact Penalization in Quadratic Optimization
نویسندگان
چکیده
منابع مشابه
A Conic Duality Frank-Wolfe-Type Theorem via Exact Penalization in Quadratic Optimization
The famous Frank–Wolfe theorem ensures attainability of the optimal value for quadratic objective functions over a (possibly unbounded) polyhedron if the feasible values are bounded. This theorem does not hold in general for conic programs where linear constraints are replaced by more general convex constraints like positive-semidefiniteness or copositivity conditions, despite the fact that the...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2009
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1080.0345