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Finite perturbation of convex programs

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Abstract

This paper concerns a characterization of the finite-perturbation property of a convex program. When this property holds, finite perturbation of the objective function of a convex program leads to a solution of the original problem which minimizes the perturbation function over the set of solutions of the original problem. This generalizes a finite-termination property of the proximal point algorithm for linear programs and characterizes finite Tikhonov regularization of convex programs.

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Authors and Affiliations

  1. Computer Sciences Department, University of Wisconsin, 53706, Madison, WI, USA

    M. C. Ferris & O. L. Mangasarian

Authors
  1. M. C. Ferris
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  2. O. L. Mangasarian
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Additional information

This material is based on research supported by National Science Foundation Grants DCR-8521228 and CCR-8723091 and Air Force Office of Scientific Research Grants AFOSR-86-0172 and AFOSR-89-0410.

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Ferris, M.C., Mangasarian, O.L. Finite perturbation of convex programs. Appl Math Optim 23, 263–273 (1991). https://doi.org/10.1007/BF01442401

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