Perturbation Analysis of Singular Semidefinite Programs and Its Applications to Control Problems
نویسندگان
چکیده
منابع مشابه
Perturbation Analysis of Singular Semidefinite Program and Its Application to a Control Problem
We consider the sensitivity of semidefinite programs (SDPs) under perturbations. It is well known that the optimal value changes continuously under perturbations on the right hand side in the case where the Slater condition holds in the primal problems. In this manuscript, we observe by investigating a concrete SDP that the optimal value can be discontinuous if the dual problem is not strictly ...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2020
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-020-01780-0