Stabilization and determination of the set of minimal binding constraints in convex programming 1
- 1 January 1981
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik. Series Optimization
- Vol. 12 (2) , 203-220
- https://doi.org/10.1080/02331938108842721
Abstract
Every convex program can be rewritten as a stable program after identifying the minimal index set of binding constraints. This paper suggests a finite iterative method for calculating this particular set of indices. The method is demonstrated on such diverse problems as characterizing a PABETG optimum in multicriteria optimization and solving differentiable convex programs by the method of augmented Lagrangians without assuming a regularization condition. Some results extend to arbitrary convex cones and abstract spaces, and apply to optimal control problems.Keywords
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