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Generic identifiability and second-order sufficiency in tame convex optimization

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 نشر من قبل Adrian Lewis
 تاريخ النشر 2009
  مجال البحث
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We consider linear optimization over a fixed compact convex feasible region that is semi-algebraic (or, more generally, tame). Generically, we prove that the optimal solution is unique and lies on a unique manifold, around which the feasible region is partly smooth, ensuring finite identification of the manifold by many optimization algorithms. Furthermore, second-order optimality conditions hold, guaranteeing smooth behavior of the optimal solution under small perturbations to the objective.

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