How to deal with the unbounded in optimization: Theory and algorithms |
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| Authors: | A. Auslender |
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| Affiliation: | (1) Laboratoire d’Econométrie de l’école Polytechnique, Université de Paris I. Panthéon Sorbonne, 1 rue Descartes, 75005 Paris, France |
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| Abstract: | ![]()
The aim of this survey is to show how the unbounded arises in optimization problems and how it leads to fundamental notions which are not only useful for proving theoretical results such as convergence of algorithms and the existence of optimal solutions, but also for constructing new methods. |
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| Keywords: | Convex and linear programming Convex analysis Recession functions Existence of optimal solutions Penalty and barrier methods |
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