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: | Ioffe A.D., Lucchetti R.E., Revalski J.P. |
Keywords: | programming: convex |
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.