Generic identifiability and second-order sufficiency in tame convex optimization
classification
🧮 math.OC
math.NA
keywords
optimizationconvexfeasiblemanifoldoptimalregionsecond-ordersmooth
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We consider linear optimization over a fixed compact convex feasible region that is semi-algebraic (or, more generally, "tame"). Generically, we prove that the optimal solution is unique and lies on a unique manifold, around which the feasible region is "partly smooth", ensuring finite identification of the manifold by many optimization algorithms. Furthermore, second-order optimality conditions hold, guaranteeing smooth behavior of the optimal solution under small perturbations to the objective.
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