The Many Faces of Degeneracy in Conic Optimization

نویسندگان
چکیده

منابع مشابه

The Many Faces of Degeneracy in Conic Optimization

Slater’s condition – existence of a “strictly feasible solution” – is a common assumption in conic optimization. Without strict feasibility, first-order optimality conditions may be meaningless, the dual problem may yield little information about the primal, and small changes in the data may render the problem infeasible. Hence, failure of strict feasibility can negatively impact off-the-shelf ...

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ژورنال

عنوان ژورنال: Foundations and Trends® in Optimization

سال: 2017

ISSN: 2167-3888,2167-3918

DOI: 10.1561/240000001