Equivalence Relations in Convex Optimization

E. A. Nurminski
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Abstract

Several useful correspondences between general convex optimization problems, support functions, and projection operations are established. These correspondences cover the asymptotic equivalence of projection operations and computation of support functions for general convex sets, hence the same equivalence for general convex optimization problems, and the equivalence between least-norm problems and the problem of regularized convex suplinear optimization.

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凸优化中的等价关系
在一般凸优化问题、支持函数和投影运算之间建立了一些有用的对应关系。这些对应关系涵盖了一般凸集的投影运算和支持函数的计算的渐近等价,因此一般凸优化问题也具有相同的等价性,以及最小范数问题与正则化凸上线性优化问题之间的等价性。
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来源期刊
Journal of Applied and Industrial Mathematics
Journal of Applied and Industrial Mathematics Engineering-Industrial and Manufacturing Engineering
CiteScore
1.00
自引率
0.00%
发文量
16
期刊介绍: Journal of Applied and Industrial Mathematics  is a journal that publishes original and review articles containing theoretical results and those of interest for applications in various branches of industry. The journal topics include the qualitative theory of differential equations in application to mechanics, physics, chemistry, biology, technical and natural processes; mathematical modeling in mechanics, physics, engineering, chemistry, biology, ecology, medicine, etc.; control theory; discrete optimization; discrete structures and extremum problems; combinatorics; control and reliability of discrete circuits; mathematical programming; mathematical models and methods for making optimal decisions; models of theory of scheduling, location and replacement of equipment; modeling the control processes; development and analysis of algorithms; synthesis and complexity of control systems; automata theory; graph theory; game theory and its applications; coding theory; scheduling theory; and theory of circuits.
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