On the generic properties of convex optimization problems in conic form

DOI10.1007/S101070000193MaRDI QIDQ5930737zbMATH OpenFDO

Authors Gábor Pataki, Levent Tunçel

Publication date 3 October 2001

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S101070000193

zbMATH Keywords

convex optimization problemsemi-definite programmingstrict complementarity

Mathematics Subject Classification ID

Convex sets and cones of operators (47L07) Convex functions and convex programs in convex geometry (52A41) Linear programming (90C05) Semidefinite programming (90C22) Convex programming (90C25)

Review text

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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Cited in

(24)

• Status determination by interior-point methods for convex optimization problems in domain-driven form
• On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
• Convex sets with semidefinite representation
• Aubin property and uniqueness of solutions in cone constrained optimization
• Persistent retracts and preparation
• Random projections of linear and semidefinite problems with linear inequalities
• Generic minimizing behavior in semialgebraic optimization
• Genericity results in linear conic programming -- a tour d'horizon
• Generic optimality conditions for semialgebraic convex programs
• A note on strict complementarity for the doubly non-negative cone
• Stability of closedness of closed convex sets under linear mappings
• Stability of closedness of semi-algebraic sets under continuous semi-algebraic mappings
• A note on alternating projections for ill-posed semidefinite feasibility problems
• Generic nondegeneracy in convex optimization
• Strict complementarity in semidefinite optimization with elliptopes including the maxcut SDP
• A superlinearly convergent smoothing Newton continuation algorithm for variational inequalities over definable sets
• Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
• Generic properties for semialgebraic programs
• On continuous selections of polynomial functions
• Strict complementarity and non-degeneracy of solutions to copositive programming problems
• Characterizing the universal rigidity of generic frameworks
• A global linear and local superlinear (quadratic) inexact non-interior continuation method for variational inequalities over general closed convex sets
• Universal duality in conic convex optimization
• First order solutions in conic programming

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