Timeline for Sensitivity analysis in conic optimization
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 7, 2014 at 16:53 | comment | added | Barrett | I see. Thanks. I will look into it. | |
| May 6, 2014 at 20:01 | comment | added | littleO | Let's assume $A$ has full rank and $m < n$, and that the primal optimal value is finite. You could let $\Phi(u,p) = \langle c, u \rangle + I_K(u) + I_0(Au - b - p)$, where $I_K$ is the indicator function of $K$, and $I_0$ is the indicator function of $\{0\}$. I'm not sure about this, but I'm guessing that if you assume there exists $u_0$ in the interior of $K$ such that $A u_0 = b$, then it will follow that $h$ is continuous at $0$. This is similar to Slater's condition. I don't think the argument I posted applies exactly, but perhaps something similar would work. | |
| May 6, 2014 at 19:55 | comment | added | littleO | But, $\Phi$ is allowed to take on the value $+\infty$, to enforce constraints. So I think it will be possible to put your problem into this framework. | |
| May 6, 2014 at 18:35 | comment | added | Barrett | This is the sort of result I am interested in, but I think I don't think I can directly apply this result because the function is being optimized over the whole vector space V, so it avoids the issue of having constraints that must be satisfied. | |
| May 6, 2014 at 9:20 | review | First posts | |||
| May 6, 2014 at 9:22 | |||||
| May 6, 2014 at 9:04 | history | answered | littleO | CC BY-SA 3.0 |