Generic nondegeneracy in convex optimization
Dmitriy Drusvyatskiy (dd379cornell.edu)
Abstract: We show that minimizers of convex functions subject to almost all linear perturbations are nondegenerate. An analogous result holds more generally, for lower-C^2 functions.
Keywords: Convex, normal cone, subdifferential, Hausdorff measure, lower-C^2
Category 1: Convex and Nonsmooth Optimization (Convex Optimization )
Category 2: Convex and Nonsmooth Optimization (Nonsmooth Optimization )
Citation: Cornell University, School of Operations Research and Information Engineering, 206 Rhodes Hall Cornell University Ithaca, NY 14853. May 2010.
Entry Submitted: 05/06/2010
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|