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Optimality in convex programming: A feasible directions approach
Book chapter

Optimality in convex programming: A feasible directions approach

A Ben-Israel, A Ben-Tal and S Zlobec
Optimality and Stability in Mathematical Programming, pp.16-38
Mathematical Programming Studies, Springer Berlin Heidelberg
02/25/2009
DOI: https://doi.org/10.1007/BFb0120981

Abstract

Chebyshev Solution Convex Programming Feasible Directions First-order Optimality Conditions Multicriteria Optimization Stability
First-order optimality conditions for convex programming are developed using a feasible directions approach. Numerical implementations and applications are discussed. The concepts of constancy directions and minimal index set of binding constraints, central to our theory, prove useful also in studying the stability of perturbed convex programs.

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