Abstract
This note presents an algorithm that finds the cone of directions of constancy of a differentiable, faithfully convex function.
Similar content being viewed by others
References
Ben-Israel, A., Ben-Tal, A., andZlobec, S.,Optimality Conditions in Convex Programming, Proceedings of the 9th International Symposium on Mathematical Programming, Budapest, Hungary, 1976.
Abrams, R. A., andKerzner, L.,A Simplified Test for Optimality, Journal of Optimization Theory and Applications (to appear).
Ben-Israel, A., Ben-Tal, A., andZlobec, S.,Characterization of Optimality in Convex Programming without a Constraint Qualification, Journal of Optimization Theory and Applications, Vol. 20, pp. 417–437, 1976.
Ben-Israel, A., andBen-Tal, A.,On a Characterization of Optimality in Convex Programming, Mathematical Programming, Vol. 11, pp. 81–88, 1976.
Ben-Tal, A., andZlobec, S.,A New Class of Feasible Direction Methods, The University of Texas, Austin, Texas, Center for Cybernetics Studies, Report No. CCS-216, 1977.
Rockafellar, R. T.,Some Convex Programs Whose Duals are Linearly Constrained, Nonlinear Programming, Edited by J. B. Rosen, O. L. Mangasarian, and K. Ritter, pp. 293–322, Academic Press, New York, New York, 1970.
Author information
Authors and Affiliations
Additional information
Communicated by A. V. Fiacco
This work was supported by the National Research Council of Canada. The author is indebted to Professor S. Zlobec for suggesting the topic and for his guidance.
Rights and permissions
About this article
Cite this article
Wolkowicz, H. Calculating the cone of directions of constancy. J Optim Theory Appl 25, 451–457 (1978). https://doi.org/10.1007/BF00932906
Issue Date:
DOI: https://doi.org/10.1007/BF00932906