Characterization of solution sets of convex programs (Q2640443)
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English | Characterization of solution sets of convex programs |
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Characterization of solution sets of convex programs (English)
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1991
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Let \(\bar S=\arg \min_{x\in S}f(x)\), where \(f: V\to \bar R\) is a proper convex function defined on \(V\), a real locally convex topological vector space, and \(S\) is a convex subset of \(V\). The main result in this paper states that the set \(\partial f(x)\cap -N(x| S)\), for \(x\in \bar S\), does not depend on \(x\). This generalizes a previous result of \textit{O. L. Mangasarian} [Oper. Res. Lett. 7, No. 1, 21--26 (1988; Zbl 0653.90055)], proving the independence of \(\partial f(x)\) on \(x\in \bar S\).
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solution sets
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nondifferentiable optimization
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real locally convex topological vector space
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