驻点集:凸二次优化在非线性优化中的普遍性

Stationary Point Sets: Convex Quadratic Optimization Is Universal in Nonlinear Optimization

SIAM Journal on Optimization · 2014
被引 1
ABS 3

中文导读

研究了参数优化中驻点集可能具有的局部拓扑结构,发现凸二次优化问题已能涵盖所有可能的结构,并揭示了约束规范违反集与驻点集的关系。

Abstract

We investigate the local topological structure that stationary point sets in parametric optimization generically may have. Our main result states that up to stratified isomorphism, any such structure is already present in the small subclass of parametric problems with convex quadratic objective function and affine-linear constraints. In other words, the convex quadratic problems produce a normal form for the local topological structure of stationary point sets. As a consequence we see, as far as no equality constraints are involved, that the closure of the stationary point set constitutes a manifold with boundary. The boundary is exactly the violation set of the Mangasarian--Fromovitz constraint qualification. A side result states that stationary point sets and violation sets of Mangasarian--Fromovitz constraint qualification carry the same set of possible local structures as stratified spaces.

数学优化参数优化驻点集分层空间