Abstract
We consider specially structured matrices representing optimization problems with quadratic objective functions and (finitely many) affine linear equality constraints in an n-dimensional Euclidean space. The class of all such matrices will be subdivided into subsets ['strata'], reflecting the features of the underlying optimization problems. From a differential-topological point of view, this subdivision turns out to be very satisfactory: Our strata are smooth manifolds, constituting a so-called Whitney Regular Stratification, and their dimensions can be explicitly determined. We indicate how, due to Thom's Transversality Theory, this setting leads to some fundamental results on smooth one-parameter families of linear-quadratic optimization problems with ( finitely many) equality and inequality constraints.
| Original language | Undefined |
|---|---|
| Article number | 10.1080/02331930701763793 |
| Pages (from-to) | 685-712 |
| Number of pages | 28 |
| Journal | Optimization |
| Volume | 58 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 2009 |
Keywords
- EWI-17300
- IR-69759
- METIS-264494