On the generic properties of convex optimization problems in conic form (Q5930737)
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scientific article; zbMATH DE number 1590577
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| English | On the generic properties of convex optimization problems in conic form |
scientific article; zbMATH DE number 1590577 |
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On the generic properties of convex optimization problems in conic form (English)
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3 October 2001
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The authors consider a convex optimization problem with a linear objective function and a feasible set given in conic form. It is proved that strict complementarity, primal and dual nondegeneracy of optimal solutions of convex optimization problems in conic form are generic properties. This result generalizes some recent theorems on semi-definite programming problems as well as on convex semi-algebraic optimization problems.
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convex optimization problem
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strict complementarity
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semi-definite programming
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0.93237513
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0.91856337
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0.9138773
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0.9130306
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0.91110986
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