Tilt Stability of a Local Minimum
نویسندگان
چکیده
The behavior of a minimizing point when an objective function is tilted by adding a small linear term is studied from the perspective of second-order conditions for local optimality. The classical condition of a positive-definite Hessian in smooth problems without constraints is found to have an exact counterpart much more broadly in the positivity of a certain generalized Hessian mapping. This fully characterizes the case where tilt perturbations cause the minimizing point to shift in a lipschitzian manner.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 8 شماره
صفحات -
تاریخ انتشار 1998