First order solutions in conic programming

Mirjam Dür, Bolor Jargalsaikhan, Georg J. Still

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Abstract

We study the order of maximizers in linear conic programming (CP) as well as stability issues related to this. We do this by taking a semi-infinite view on conic programs: a linear conic problem can be formulated as a special instance of a linear semi-infinite program (SIP), for which characterizations of the stability of first order maximizers are well-known. However, conic problems are highly special SIPs, and therefore these general SIP-results are not valid for CP. We discuss the differences between CP and general SIP concerning the structure and results for stability of first order maximizers, and we present necessary and sufficient conditions for the stability of first order maximizers in CP.
Original languageUndefined
Pages (from-to)123-142
Number of pages20
JournalMathematical methods of operations research
Volume82
Issue number2
DOIs
Publication statusPublished - Oct 2015

Keywords

  • EWI-26412
  • IR-98155
  • METIS-315000

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