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Generic minimizing behavior in semi-algebraic optimization

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 نشر من قبل Dmitriy Drusvyatskiy
 تاريخ النشر 2015
  مجال البحث
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We present a theorem of Sard type for semi-algebraic set-valued mappings whose graphs have dimension no larger than that of their range space: the inverse of such a mapping admits a single-valued analytic localization around any pair in the graph, for a generic value parameter. This simple result yields a transparent and unified treatment of generic properties of semi-algebraic optimization problems: typical semi-algebraic problems have finitely many critical points, around each of which they admit a unique active manifold (analogue of an active set in nonlinear optimization); moreover, such critical points satisfy strict complementarity and second-order sufficient conditions for optimality are indeed necessary.



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