驯服凸优化中的通用可辨识性与二阶充分性
Generic identifiability and second-order sufficiency in tame convex optimization
AI总结:
本文证明,对于半代数(或更一般地“驯服”)的紧凸可行域,线性优化问题的最优解在通用意义下唯一且位于唯一流形上,该流形周围可行域“部分光滑”,从而确保许多优化算法能有限识别该流形,同时二阶最优性条件成立,保证目标微小扰动下最优解的平滑行为。
摘要:
我们考虑在固定的紧凸可行域上的线性优化,该可行域是半代数的(或更一般地,“驯服”)。在通用意义下,我们证明最优解是唯一的,并且位于唯一的流形上,该流形周围的可行域是“部分光滑”的,从而确保许多优化算法能有限识别该流形。此外,二阶最优性条件成立,保证了在目标函数微小扰动下最优解的平滑行为。
英文摘要:
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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