English

Some notes on continuity in convex optimization

Optimization and Control 2021-05-03 v1

Abstract

We provide proof that the optimal value function of a convex parametrized optimization problem in Euclidean spaces is itself a convex function onto the extended real line.

Keywords

Cite

@article{arxiv.2104.15045,
  title  = {Some notes on continuity in convex optimization},
  author = {Torbjørn Cunis},
  journal= {arXiv preprint arXiv:2104.15045},
  year   = {2021}
}

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Working paper