Finite perturbation of convex programs (Q810372): Difference between revisions

The aim is to study a characterization of the finite-perturbation property of a convex program. The main result: When the finite- perturbation property of linear programs holds, a finite perturbation of the objective function of a convex program leads to a solution of the original problem which minimizes the perturbation function over the set of solutions of the original problem. This generalizes a finite- termination property of the proximal point algorithm for linear programs and characterizes finite Tikhonov regularization of convex programs.