Almost every convex or quadratic programming problem is well posed

被引:15
作者
Ioffe, AD [1 ]
Lucchetti, RE
Revalski, JP
机构
[1] Technion Israel Inst Technol, IL-32000 Haifa, Israel
[2] Politecn Milan, Dipartimento Matemat, I-20133 Milan, Italy
[3] Bulgarian Acad Sci, Inst Math & Informat, BU-1113 Sofia, Bulgaria
关键词
well-posed problem; (quasi)-convex problem; quadratic mathematical programming problem; porous set; Lebesgue measure zero; Baire category;
D O I
10.1287/moor.1030.0080
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
We provide an abstract principle aimed at proving that classes of optimization problems are typically well posed in the sense that the collection of ill-posed problems within each class is sigma-porous. As a consequence, we establish typical well-posedness in the above sense for unconstrained minimization of certain classes of functions (e.g., convex and quasi-convex continuous), as well as of convex programming with inequality constraints. We conclude the paper by showing that the collection of consistent ill-posed problems of quadratic programming of any fixed size has Lebesgue measure zero in the corresponding Euclidean space.
引用
收藏
页码:369 / 382
页数:14
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