Global infimum of strictly convex quadratic functions with bounded perturbations

被引:1
作者
Hoang Xuan Phu [1 ]
Vo Minh Pho [2 ]
机构
[1] Vietnam Acad Sci & Technol, Inst Math, Hanoi, Vietnam
[2] Le Qui Don Univ, Fac Informat Technol, Hanoi, Vietnam
关键词
Quadratic function; Convexity modulus; Generalized convexity; Outer gamma-convexity; Bounded perturbation; Global minimizer; Support property; Optimality condition; PROGRAMMING PROBLEMS; LOWER SEMICONTINUITY; OPTIMIZATION; DISPATCH; EIGENVALUE; SPACES; SETS;
D O I
10.1007/s00186-010-0324-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The problem of minimizing (f) over tilde= f + p over some convex subset of a Euclidean space is investigated, where f ( x) = x(T) Ax + b(T) x is strictly convex and | p| is only assumed to be bounded by some positive number s. It is shown that the function (f) over tilde is strictly outer. gamma-convex for any gamma > gamma*, where gamma* is determined by s and the smallest eigenvalue of A. As consequence, a gamma*- local minimal solution of (f) over tilde is its global minimal solution and the diameter of the set of global minimal solutions of (f) over tilde is less than or equal to gamma*/2. Especially, the distance between the global minimal solution of f and any global minimal solution of (f) over tilde is less than or equal to gamma*/ 2. This property is used to prove a roughly generalized support property of (f) over tilde and some generalized optimality conditions.
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页码:327 / 345
页数:19
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