Quadratic Growth and Stability in Convex Programming Problems with Multiple Solutions Quadratic Growth and Stability in Convex Programming Problems with Multiple Solutions
نویسنده
چکیده
Given a convex program with C 2 functions and a convex set S of solutions to the problem, we give a second order condition which guarantees that the problem does not have solutions outside of S. This condition is interpreted as a characterization for the quadratic growth of the cost function. The crucial role in the proofs is played by a theorem describing a certain uniform regularity property of critical cones in smooth convex programs. We apply these results to the discussion of stability of solutions of a convex program under possibly nonconvex perturbations. croissance quadratique et stabilit e en optimisation convexe avec solutions multiples R esum e : Dans le cadre de probl emes d'optimisation convexe a donn ees C 2 , nous formulons une condition du deuxi eme ordre qui garantit que le probl eme n'a pas de solution en dehors d'un ensemble S de solutions. Cette condition s'interpr ete comme une caract erisation de la croissance quadratique du co^ ut. La cl e de la d e-monstration est un th eoreme d ecrivant une propri et e de regularit e uniforme pour les cones critiques en optimisation convexe lisse. Nous appliquons ces resultats a la discussion de la stabilit e des solutions d'un probl eme d'optimisation convexe sous une perturbation non convexe.
منابع مشابه
A Method for Solving Convex Quadratic Programming Problems Based on Differential-algebraic equations
In this paper, a new model based on differential-algebraic equations(DAEs) for solving convex quadratic programming(CQP) problems is proposed. It is proved that the new approach is guaranteed to generate optimal solutions for this class of optimization problems. This paper also shows that the conventional interior point methods for solving (CQP) problems can be viewed as a special case of the n...
متن کاملA Recurrent Neural Network for Solving Strictly Convex Quadratic Programming Problems
In this paper we present an improved neural network to solve strictly convex quadratic programming(QP) problem. The proposed model is derived based on a piecewise equation correspond to optimality condition of convex (QP) problem and has a lower structure complexity respect to the other existing neural network model for solving such problems. In theoretical aspect, stability and global converge...
متن کاملQuadratic Growth and Stability in Convex Programming Problems with Multiple Solutions
Given a convex program with C2 functions and a convex set S of solutions to the problem, we give a second order condition which guarantees that the problem does not have solutions outside of S. This condition is interpreted as a characterization for the quadratic growth of the cost function. The crucial role in the proofs is played by a theorem describing a certain uniform regularity property o...
متن کاملFGP approach to multi objective quadratic fractional programming problem
Multi objective quadratic fractional programming (MOQFP) problem involves optimization of several objective functions in the form of a ratio of numerator and denominator functions which involve both contains linear and quadratic forms with the assumption that the set of feasible solutions is a convex polyhedral with a nite number of extreme points and the denominator part of each of the objecti...
متن کاملInteractive multiple objective programming in optimization of the fully fuzzy quadratic programming problems
In this paper, a quadratic programming (FFQP) problem is considered in which all of the cost coefficients, constraints coefficients, and right hand side of the constraints are characterized by L-R fuzzy numbers. Through this paper, the concept of α- level of fuzzy numbers for the objective function, and the order relations on the fuzzy numbers for the constraints are considered. To optimize th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1995