A generalization of the Frank—Wolfe theorem |
| |
Authors: | André F. Perold |
| |
Affiliation: | (1) Department of Operations Research, Stanford University, Stanford, CA, USA;(2) Present address: Graduate School of Business Administration, Harvard University, 02163 Boston, MA., USA |
| |
Abstract: | The Frank—Wolfe theorem states that a quadratic function, bounded below on a nonempty polyhedral convex set, attains its infimum there. This paper gives sufficient conditions under which a function either attains its infimum on a nonempty polyhedral convex set or is unbounded below on some halfline of that set. Quadratic functions are shown to satisfy these sufficient conditions.Research and reproduction of this report were partially supported by the National Science Foundation Grant MCS76-81259; and the Office of Naval Research Contract N00014-75-C-0267. |
| |
Keywords: | Frank— Wolfe Theorem Quadratic Programming Norm Coercive Functions Polyhedral Sets |
本文献已被 SpringerLink 等数据库收录! |
|