TY - JOUR
T1 - First order solutions in conic programming
AU - Dür, Mirjam
AU - Jargalsaikhan, Bolor
AU - Still, Georg
PY - 2015/10
Y1 - 2015/10
N2 - 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.
AB - 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.
U2 - 10.1007/s00186-015-0513-1
DO - 10.1007/s00186-015-0513-1
M3 - Article
SN - 1432-2994
VL - 82
SP - 123
EP - 142
JO - Mathematical Methods of Operations Research
JF - Mathematical Methods of Operations Research
IS - 2
ER -