Sensitivity Analysis for Mirror-Stratifiable Convex Functions
نویسندگان
چکیده
منابع مشابه
Sensitivity Analysis for Mirror-Stratifiable Convex Functions
This paper provides a set of sensitivity analysis and activity identification results for a class of convex functions with a strong geometric structure, that we coined “mirror-stratifiable”. These functions are such that there is a bijection between a primal and a dual stratification of the space into partitioning sets, called strata. This pairing is crucial to track the strata that are identif...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2018
ISSN: 1052-6234,1095-7189
DOI: 10.1137/17m113825x