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Rapport (Rapport De Recherche) Année : 1994

Quadratic growth and stability in convex programming problems

J. Frederic Bonnans
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Alexander D. Ioffe
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Résumé

Given a convex program with $C^2$ functions and a convex set $S$ of solutions to the problem, we give a second order condition which guarantees that the problem does not have solutions outside of $S$. This condition is interpreted as a characterization for the quadratic growth of the cost function. The crucial role in the proofs is played by a theorem describing a certain uniform regularity property of critical cones in smooth convex programs. We apply these results to the discussion of stability of solutions of a convex program under possibly nonconvex perturbations.
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Dates et versions

inria-00074272 , version 1 (24-05-2006)

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  • HAL Id : inria-00074272 , version 1

Citer

J. Frederic Bonnans, Alexander D. Ioffe. Quadratic growth and stability in convex programming problems. [Research Report] RR-2403, INRIA. 1994. ⟨inria-00074272⟩
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