Minimization of Quadratic Functions on Convex Sets without Asymptotes
Journal of convex analysis, Tome 25 (2018) no. 2, pp. 623-641
The classical Frank and Wolfe theorem states that a quadratic function which is bounded below on a convex polyhedron P attains its infimum on P. We investigate whether more general classes of convex sets F can be identified which have this Frank-and-Wolfe property. We show that the intrinsic characterizations of Frank-and-Wolfe sets hinge on asymptotic properties of these sets.
Classification :
90C20, 90C26
Mots-clés : Quadratic optimization problem, asymptotes, conic asymptotes, Motzkin decomposition, Frank and Wolfe theorem, complementarity problem
Mots-clés : Quadratic optimization problem, asymptotes, conic asymptotes, Motzkin decomposition, Frank and Wolfe theorem, complementarity problem
@article{JCA_2018_25_2_JCA_2018_25_2_a14,
author = {J.-E. Martinez-Legaz and D. Noll and W. Sosa},
title = {Minimization of {Quadratic} {Functions} on {Convex} {Sets} without {Asymptotes}},
journal = {Journal of convex analysis},
pages = {623--641},
year = {2018},
volume = {25},
number = {2},
url = {http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a14/}
}
TY - JOUR AU - J.-E. Martinez-Legaz AU - D. Noll AU - W. Sosa TI - Minimization of Quadratic Functions on Convex Sets without Asymptotes JO - Journal of convex analysis PY - 2018 SP - 623 EP - 641 VL - 25 IS - 2 UR - http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a14/ ID - JCA_2018_25_2_JCA_2018_25_2_a14 ER -
%0 Journal Article %A J.-E. Martinez-Legaz %A D. Noll %A W. Sosa %T Minimization of Quadratic Functions on Convex Sets without Asymptotes %J Journal of convex analysis %D 2018 %P 623-641 %V 25 %N 2 %U http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a14/ %F JCA_2018_25_2_JCA_2018_25_2_a14
J.-E. Martinez-Legaz; D. Noll; W. Sosa. Minimization of Quadratic Functions on Convex Sets without Asymptotes. Journal of convex analysis, Tome 25 (2018) no. 2, pp. 623-641. http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a14/