Finite perturbation of convex programs

DOI10.1007/BF01442401MaRDI QIDQ810372zbMATH OpenFDO

Authors Michael C. Ferris, O. L. Mangasarian

Publication date 1991

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

proximal point algorithmfinite Tikhonov regularizationfinite-perturbation propertyfinite-termination property

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cites work

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• scientific article; zbMATH DE number 4059113 (Why is no real title available?)
• scientific article; zbMATH DE number 1768781 (Why is no real title available?)
• 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
• Nonlinear Perturbation of Linear Programs
• Normal solutions of linear programs

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(19)

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• scientific article; zbMATH DE number 2051048 (Why is no real title available?)
• Robust Accelerated Primal-Dual Methods for Computing Saddle Points
• Perturbed convex programming in reflexive Banach spaces
• Combining approximation and exact penalty in hierarchical programming
• A first-order method for solving bilevel convex optimization problems in Banach space
• Optimization of a convex program with a polynomial perturbation
• A first order method for solving convex bilevel optimization problems
• Characterization of solution sets of convex programs
• Linear programming with nonparametric penalty programs and iterated thresholding
• Partially finite convex programming. II: Explicit lattice models
• scientific article; zbMATH DE number 169213 (Why is no real title available?)
• A first order method for finding minimal norm-like solutions of convex optimization problems
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
• The forward-backward splitting method for finding the minimum like-norm solution of the mixed variational inequality problem
• On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: asymptotic convergence and rate analysis
• Finding normal solutions in piecewise linear programming
• Convex optimization problems with arbitrary right-hand side perturbations
• On continuity of perturbation function for the convex programming problem

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