Non-polyhedral extensions of the Frank-and-Wolfe theorem
Optimization and Control
2018-05-10 v1
Abstract
In 1956 Marguerite Frank and Paul Wolfe proved that a quadratic function which is bounded below on a polyhedron attains its infimum on . In this work we search for larger classes of sets with this Frank-and-Wolfe property. We establish the existence of non-polyhedral Frank-and-Wolfe sets, obtain internal characterizations by way of asymptotic properties, and investigate stability of the Frank-and-Wolfe class under various operations.
Keywords
Cite
@article{arxiv.1805.03451,
title = {Non-polyhedral extensions of the Frank-and-Wolfe theorem},
author = {J. E. Martinez-Legaz and D. Noll and W. Sosa},
journal= {arXiv preprint arXiv:1805.03451},
year = {2018}
}
Comments
17 pages