The classical Frank and Wolfe theorem states that a quadratic function which is bounded below on a convex polyhedron P attains its infimum on P. We investigate whether more general classes of convex sets F can be identified which have this Frank-and-Wolfe property. We show that the intrinsic characterizations of Frank-and-Wolfe sets hinge on asymptotic properties of these sets.
|Journal||Journal of Convex Analysis|
|Publication status||Published - 1 Jan 2018|
- Complementarity problem
- Conic asymptotes
- Motzkin decomposition
- Quadratic optimization problem
- Wolfe theorem