Questions tagged [optimality-conditions]

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2
votes
1answer
105 views

Promising regions in optimization

I have investigated the literature, but I could not find proper explanations. As we know, (meta-)heuristics try to explore promising regions of optimality. The regions are then exploited. What is the ...
4
votes
1answer
73 views

How to prove pseudo-convexity of a discrete function?

Given a general function $f:\Bbb Z\to\Bbb R$ is there a simple way to verify whether $f(x)$ is pseudo-convex or not?
6
votes
3answers
151 views

How to determine different gap rates?

I found in the literature different gaps: a gap between a random solution and an exact solution a gap between the exact solution and a lower bound a gap between the exact solution and a lower bound a ...
0
votes
1answer
448 views

Is optimal solution to dual not unique if optimal solution to the primal is degenerate?

If optimal solution to the primal is degenerate, does it necessarily follow that optimal solution to dual not unique? That is, is uniqueness an unnecessary assumption? Spin-off from here. In my ...
11
votes
0answers
184 views

Finding primal feasible solution from optimal dual

I'm reading Boyd's notes on forming the dual problem in order to decompose the primal problem. On page 4, right before the start of the next section, he talks about how given the optimal dual solution,...
6
votes
2answers
118 views

Local optimum of dual of non-linear program

In general, suppose you have a non-convex optimization problem with constraints and you form the dual problem. If you find a local optimum for the dual problem, will the corresponding primal solution ...
6
votes
2answers
210 views

Existence of Optimal Solution

Assume we are solving $\min\{f(x) \ | \ x \in S \}$. If $f: \mathbb{R}^n \mapsto \mathbb{R}$ is a proper closed convex function, and $S$ is a non-empty closed convex set, does this imply that the ...
8
votes
2answers
169 views

Conditions for minima in calculus of variations

In the calculus of variations (unconstrained), one applies a first-order variation on a general functional of the form $$\int_{a}^{b}F(x,y,y')\,dx$$ to obtain the first-order necessary condition for ...
11
votes
1answer
454 views

Solvers and saddle points

It seems like most solvers that can tackle nonlinear nonconvex optimization problems (e.g. IPOPT) operate on ultimately solving for the first-order optimality conditions. Can it therefore be assumed ...
18
votes
1answer
150 views

Optimality in a simultaneous column and row generation procedure

What is the optimality argument in a simultaneous column and row generation procedure? By column and row generation procedure I mean a procedure in which every time a column in generated, several ...
10
votes
2answers
148 views

Global optimality condition of non-convex quadratic programs

We know that a convex quadratic maximization (not minimization!) on a polyhedron has its global optimal value on a vertex. Also, I have read in some papers that checking whether a vertex is globally ...