T. H. Bui
We consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those established for the linear programming setting in Nurminski (2015) by considering problems that: (i) may have multiple solutions, (ii) do not satisfy strict complementary conditions, and (iii) possess non-linear convex constraints. As a by-product of our analysis, we provide a quantitative estimate on the required distance between the infeasible point and the feasible set in order for its projection to be a solution of the problem. Our analysis relies on a "sharpness" property of the constraint set; a new property we introduce and discuss in this talk.
Palabras clave: Single-Projection, sharpness, linear programming
Programado
GT13.OPTCONT5 Sesión Invitada
9 de noviembre de 2023 15:30
HC4: Sala Sacristía