CHARACTERIZATION OF SOLUTION SETS OF CONVEX-PROGRAMS

被引：72

作者：

BURKE, JV ^{[1
]}

FERRIS, MC ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT COMP SCI,MADISON,WI 53706

来源：

OPERATIONS RESEARCH LETTERS | 1991年 / 10卷 / 01期

关键词：

SOLUTION SETS; CONVEX PROGRAMS; NONSMOOTH OPTIMIZATION;

D O I：

10.1016/0167-6377(91)90087-6

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper gives several characterizations of the solution set of convex programs. No differentiability of the functions involved in the problem definition is assumed. The result is a generalization of the results given in [4]. Furthermore, the subgradients attaining the minimum principle are explicitly characterized, and this characterization is shown to be independent of any solution.

引用

页码：57 / 60

页数：4