Almost every convex or quadratic programming problem is well posed

Almost every convex or quadratic programming problem is well posed

0.00 Avg rating0 Votes
Article ID: iaor20072093
Country: United States
Volume: 29
Issue: 2
Start Page Number: 369
End Page Number: 382
Publication Date: May 2004
Journal: Mathematics of Operations Research
Authors: , ,
Keywords: programming: convex
Abstract:

We provide an abstract principle aimed at proving that classes of optimization problems are typically well posed in the sense that the collection of ill-posed problems within each class is σ-porous. As a consequence, we establish typical well-posedness in the above sense for unconstrained minimization of certain classes of functions (e.g., convex and quasi-convex continuous), as well as of convex programming with inequality constraints. We conclude the paper by showing that the collection of consistent ill-posed problems of quadratic programming of any fixed size has Lebesgue measure zero in the corresponding Euclidean space.

Reviews

Required fields are marked *. Your email address will not be published.