Abstract
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.
Original language | English |
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Pages (from-to) | 623-641 |
Journal | Journal of Convex Analysis |
Volume | 25 |
Issue number | 2 |
Publication status | Published - 1 Jan 2018 |
Keywords
- Asymptotes
- Complementarity problem
- Conic asymptotes
- Frank
- Motzkin decomposition
- Quadratic optimization problem
- Wolfe theorem