First order solutions in conic programming

Mirjam Dür (), Bolor Jargalsaikhan () and Georg Still ()

Mathematical Methods of Operations Research, 2015, vol. 82, issue 2, 123-142

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. Copyright The Author(s) 2015

Keywords: Conic programs; First order maximizer; Linear semi-infinite programming; Stability of first order maximizers; 90C25; 90C34 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s00186-015-0513-1

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