Finite perturbation of convex programs
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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.
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Cites work
- A Necessary and Sufficient Qualification for Constrained Optimization
- A simple characterization of solutions sets of convex programs
- Characterization of solution sets of convex programs
- Exact penalty functions in nonlinear programming
- Generalized Kuhn–Tucker Conditions for Mathematical Programming Problems in a Banach Space
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 4059113 (Why is no real title available?)
- scientific article; zbMATH DE number 1768781 (Why is no real title available?)
- Nonlinear Perturbation of Linear Programs
- Normal solutions of linear programs
Cited in
(20)- Optimization of a convex program with a polynomial perturbation
- Partially finite convex programming. II: Explicit lattice models
- Finding normal solutions in piecewise linear programming
- On continuity of perturbation function for the convex programming problem
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- Characterization of solution sets of convex programs
- Perturbed convex programming in reflexive Banach spaces
- scientific article; zbMATH DE number 169213 (Why is no real title available?)
- scientific article; zbMATH DE number 2051048 (Why is no real title available?)
- A first order method for finding minimal norm-like solutions of convex optimization problems
- Convex optimization problems with arbitrary right-hand side perturbations
- Combining approximation and exact penalty in hierarchical programming
- On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: asymptotic convergence and rate analysis
- A first order method for solving convex bilevel optimization problems
- An inertial extrapolation method for convex simple bilevel optimization
- Linear programming with nonparametric penalty programs and iterated thresholding
- Robust Accelerated Primal-Dual Methods for Computing Saddle Points
- The forward-backward splitting method for finding the minimum like-norm solution of the mixed variational inequality problem
- A first-order method for solving bilevel convex optimization problems in Banach space
- Improved guarantees for optimal Nash equilibrium seeking and bilevel variational inequalities
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