Typical convex program is very well posed |
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Authors: | A Ioffe R E Lucchetti |
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Institution: | (1) Department of Mathematics, Technion, Haifa, 32000, Israel;(2) Dipartimento di Matematica, Politecnico di Milano, via Bonardi 7, 20133 Milano, Italy |
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Abstract: | In this paper we consider the collection of convex programming problems with inequality and equality constraints, in which
every problem of the collection is obtained by linear perturbations of the cost function and right-hand side perturbation
of the constraints, while the ``core' cost function and the left-hand side constraint functions are kept fixed. The main
result shows that the set of the problems which are not well-posed is σ-porous in a certain strong sense. Our results concern both the infinite and finite dimensional case. In the last case the
conclusions are significantly sharper.
Research of A. Ioffe was supported in part by the US-Israel Binational Fund under the grant 2000157. research of R. E. Lucchetti
was partially supported by Ministero dell'Istruzione, dell'Università e della Ricerca (COFIN 2001). |
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Keywords: | Concave/convex functions convex programming Lipschitz stability well-posed problems σ -porosity |
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