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arxiv: 0901.3117 · v1 · submitted 2009-01-20 · 🧮 math.OC · math.NA

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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