Generic Optimality Conditions for Semialgebraic Convex Programs
نویسندگان
چکیده
منابع مشابه
Generic Optimality Conditions for Semialgebraic Convex Programs
We consider linear optimization over a nonempty convex semialgebraic feasible region F . Semidefinite programming is an example. If F is compact, then for almost every linear objective there is a unique optimal solution, lying on a unique “active” manifold, around which F is “partly smooth,” and the second-order sufficient conditions hold. Perturbing the objective results in smooth variation of...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2011
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1110.0481