A simple characterization of solutions sets of convex programs
From MaRDI portal
The author shows that for any convex program \(\min_{x\in X}f(x)\), where X is a convex set in R n and f(x) is a convex function on R n, the subdifferential \(\partial f(x)\) is constant on the relative interior of the set \(\bar X=\arg \min_{x\in X}f(x)\) (solution set of the problem) and equals the intersection of the subdifferentials of the function f(x) at all points of \(\bar X.\) In addition, \(\bar X\) lies in the intersection with the feasible set X of an affine subspace orthogonal to some subgradient of f(x) at a relative interior point of \(\bar X.\) As a consequence a simple polyhedral characterization is given for the solution set of a convex quadratic program and that of a monotone linear complementarity problem.
Recommendations
- Characterization of solution sets of convex programs
- Characterizations of the solution sets of convex programs and variational inequality problems
- scientific article; zbMATH DE number 2027845
- Characterizations of solution sets of cone-constrained convex programming problems
- Characterizations of solution sets of differentiable quasiconvex programming problems
Cites work
- Characterizations of bounded solutions of linear complementarity problems
- Complementary pivot theory of mathematical programming
- Convex Analysis
- Error bounds for monotone linear complementarity problems
- scientific article; zbMATH DE number 4063877 (Why is no real title available?)
- scientific article; zbMATH DE number 3511879 (Why is no real title available?)
- scientific article; zbMATH DE number 3308846 (Why is no real title available?)
Cited in
(only showing first 100 items - show all)- On characterizing the solution sets of pseudoinvex extremum problems
- Characterizations of the nonemptiness and Boundedness of weakly efficient solution sets of Convex vector optimization problems in real reflexive Banach spaces
- Characterizations of optimal solution sets of convex infinite programs
- Minimum principle sufficiency
- New uniform parametric error bounds
- Error bounds and strong upper semicontinuity for monotone affine variational inequalities
- Infinite-dimensional convex programming with applications to constrained approximation
- On closed convex sets without boundary rays and asymptotes
- Optimal solution characterization for infinite positive semi-definite programming
- Characterization of solution sets of quasiconvex programs
- On the characterization of some families of closed convex sets
- Characterizations of robust solution set of convex programs with uncertain data
- Characterizations of the solution set for non-essentially quasiconvex programming
- A partial first-order affine-scaling method
- Uniqueness of market equilibrium on a network: a peak-load pricing approach
- Lagrange multiplier conditions characterizing the optimal solution sets of cone-constrained convex programs
- Second-order global optimality conditions for optimization problems
- On characterizing the solution sets of pseudolinear programs
- Generalized weak sharp minima in cone-constrained convex optimization with applications
- A note on characterizing solution set of nonsmooth pseudoinvex optimization problem
- Minimum norm solution to the absolute value equation in the convex case
- Characterizations of the solution set for a class of nonsmooth optimization problems
- Karush-Kuhn-Tucker type optimality condition for quasiconvex programming in terms of Greenberg-Pierskalla subdifferential
- A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems
- An approach to characterizing \(\epsilon\)-solution sets of convex programs
- Augmented Lagrangian methods for convex matrix optimization problems
- Long-run market equilibria in coupled energy sectors: a study of uniqueness
- Optimal storage and transmission investments in a bilevel electricity market model
- Characterizing the solution set of convex optimization problems without convexity of constraints
- Nonconvex composite multiobjective nonsmooth fractional programming
- Lagrange multiplier characterizations of solution sets of constrained nonsmooth pseudolinear optimization problems
- Characterizing robust solution sets of convex programs under data uncertainty
- Optimality conditions and constraint qualifications for quasiconvex programming
- Characterization of solution sets of convex optimization problems in Riemannian manifolds
- Dual approaches to characterize robust optimal solution sets for a class of uncertain optimization problems
- Characterizations of the solution sets of generalized convex fuzzy optimization problem
- On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- Characterizations of the approximate solution sets of nonsmooth optimization problems and its applications
- Characterizations of the solution set for quasiconvex programming in terms of Greenberg-Pierskalla subdifferential
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Optimality conditions in optimization problems with convex feasible set using convexificators
- A multilevel model of the European entry-exit gas market
- Characterizations of solution sets of differentiable quasiconvex programming problems
- Characterizations of pseudoconvex functions and semistrictly quasiconvex ones
- On alternative optimal solutions to quasimonotonic programming with linear constraints
- Asymptotic behavior of the central path for a special class of degenerate SDP problems
- Characterizations of solution sets of convex vector minimization problems
- A note on finite termination of iterative algorithms in mathematical programming
- Characterization of solution sets of convex programs
- Exact optimization: Part I
- Lagrange multipliers saddle points and scalarizations in composite multiobjective nonsmooth programming
- Higher order invex functions and higher order pseudoinvex ones
- Computing minimum norm solution of a specific constrained convex nonlinear problem
- On characterizing solution set of non-differentiable -pseudolinear extremum problem
- Solving the classification problem using -nets
- An alternative approach for a distance inequality associated with the second-order cone and the circular cone
- Lagrange multiplier characterizations of solution sets of constrained pseudolinear optimization problems
- Characterizations of solution sets of mathematical programs in terms of Lagrange multipliers
- Optimality conditions and characterizations of the solution sets in generalized convex problems and variational inequalities
- A Variable-Complexity Norm Maximization Problem
- A new approach to characterize the solution set of a pseudoconvex programming problem
- Minimum-support solutions of polyhedral concave programs*
- A class of primal affine scaling algorithms
- Invariant pseudolinearity with applications
- scientific article; zbMATH DE number 2027845 (Why is no real title available?)
- Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
- A note on characterization of solution sets to pseudolinear programming problems
- Global error bounds for convex quadratic inequality systems*
- On characterization of solution sets of set-valued pseudoinvex optimization problems
- Optimality conditions for bilevel programming problems
- scientific article; zbMATH DE number 791044 (Why is no real title available?)
- Characterizing the solution set for nonconvex semi-infinite programs involving tangential subdifferentials
- Characterizations of solution sets of cone-constrained convex programming problems
- An inexact augmented Lagrangian method for second-order cone programming with applications
- scientific article; zbMATH DE number 7450966 (Why is no real title available?)
- Γ-robust linear complementarity problems
- Linear fractional optimization problems on Jordan Euclidean algebras
- Characterizations of solution sets for two nonsymmetric cone programs
- A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
- Second-order optimality conditions and Lagrange multiplier characterizations of the solution set in quasiconvex programming
- Differentiable McCormick relaxations
- Limiting behavior of the central path in semidefinite optimization
- A first-order interior-point method for linearly constrained smooth optimization
- Minimum norm solution to the positive semidefinite linear complementarity problem
- Some properties of solution sets to nonconvex quadratic programming problems
- On degenerate doubly nonnegative projection problems
- Characterizations of the solution set for tangentially convex optimization problems
- Characterizing robust optimal solution sets for nonconvex uncertain semi-infinite programming problems involving tangential subdifferentials
- Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets
- Optimization and variational inequalities with pseudoconvex functions
- The Geometry of Sparse Analysis Regularization
- On characterizations of solution sets of interval-valued quasiconvex programming problems
- Characterizations of the solution set of nonsmooth semi-infinite programming problems on Hadamard manifolds
- Optimality conditions for quasiconvex programming in terms of quasiconjugate functions
- On solution set for semidefinite optimization problems
- Convex composite multi-objective nonsmooth programming
- Publisher correction: ``On a tractable single-level reformulation of a multilevel model of the European entry-exit gas market with market power
- Generalized pseudolinearity
- On a tractable single-level reformulation of a multilevel model of the European entry-exit gas market with market power
This page was built for publication: A simple characterization of solutions sets of convex programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1108196)
