Finite perturbation of convex programs

DOI10.1007/BF01442401zbMATH Open0733.90056MaRDI QIDQ810372FDOQ810372

Authors: Michael C. Ferris, O. L. Mangasarian 

Publication date: 1991

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

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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)

Cites Work

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• Exact penalty functions in nonlinear programming
• A simple characterization of solutions sets of convex programs
• Characterization of solution sets of convex programs
• Generalized Kuhn–Tucker Conditions for Mathematical Programming Problems in a Banach Space
• Nonlinear Perturbation of Linear Programs
• A Necessary and Sufficient Qualification for Constrained Optimization
• Normal solutions of linear programs
• Title not available (Why is that?)
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Cited In (19)

• 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
• 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
• Optimization of a convex program with a polynomial perturbation
• Characterization of solution sets of convex programs
• Linear programming with nonparametric penalty programs and iterated thresholding
• Title not available (Why is that?)
• Partially finite convex programming. II: Explicit lattice models
• 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
• Convex optimization problems with arbitrary right-hand side perturbations
• Finding normal solutions in piecewise linear programming
• On continuity of perturbation function for the convex programming problem
• An inertial extrapolation method for convex simple bilevel optimization
• Robust Accelerated Primal-Dual Methods for Computing Saddle Points
• Title not available (Why is that?)

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