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Well-Posed Solvability of Convex Optimization Problems on a Differentiable or Continuous Closed Convex Set
SIAM Journal on Optimization ( IF 3.1 ) Pub Date : 2020-02-06 , DOI: 10.1137/19m1251989
Xi Yin Zheng

SIAM Journal on Optimization, Volume 30, Issue 1, Page 490-512, January 2020.
Given a closed convex set A in a Banach space X, this paper considers the continuity and differentiability of A. The continuity of a closed convex set was introduced and studied by Gale and Klee [Math. Scand., 7 (1959), pp. 370--391] in terms of its support functional, and the differentiability of a closed convex set is a new notion introduced again in terms of its support functional. Using the technique of variational analysis, we prove that A is differentiable if and only if for every continuous linear (or convex) function f:X rightarrow R bounded below on A the corresponding optimization problem inf_x in Af(x) is well-posed solvable. In the reflexive space case, we prove that A is continuous if and only if for every continuous linear (or convex) function f:X rightarrow R bounded below on A the corresponding optimization problem inf_x in Af(x) is weakly well-posed solvable. We also prove that if the conjugate function f^* of a given continuous convex function f on X is Fréchet differentiable (resp., continuous) on dom(f^*), then for every closed convex set K in X with inf_x in Kf(x)>-infty the corresponding optimization problem with objective f and constraint set K is well-posed (resp., weakly well-posed) solvable. In the framework of finite-dimensional spaces, several sharper results are established.


中文翻译:

可微或连续封闭凸集上凸优化问题的适定可解性

SIAM优化杂志,第30卷,第1期,第490-512页,2020年1月。
给定Banach空间X中的一个封闭凸集A,本文考虑了A的连续性和可微性。一个封闭凸集的连续性是由Gale和Klee [Math.M. [1](Scand。,7(1959),pp。370--391),而封闭凸集的可微性又是从其支持功能方面引入的新概念。使用变分分析技术,我们证明,当且仅当对于以下连续的线性(或凸)函数f:X右箭头R限定在A上,相应的优化问题inf_x可适当解决时,A是可微的。在自反空间的情况下,我们证明A是连续的,当且仅当对于每个连续线性(或凸)函数f:X右箭头R的边界在A下方,Af(x)中的相应优化问题inf_x弱可解决。我们还证明,如果给定的连续凸函数f在X上的共轭函数f ^ *在dom(f ^ *)上是Fréchet微分的(分别是连续的),那么对于X中每个封闭凸集K,Kf中的inf_x (x)>-infty具有目标f和约束集K的相应优化问题可以很好地解决(分别为弱很好地解决)。在有限维空间的框架中,建立了一些更清晰的结果。灵活地解决具有目标f和约束集K的相应优化问题。在有限维空间的框架中,建立了一些更清晰的结果。灵活地解决具有目标f和约束集K的相应优化问题。在有限维空间的框架中,建立了一些更清晰的结果。
更新日期:2020-02-06
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