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Second-order asymptotic analysis for noncoercive convex optimization

Research output: Contribution to journal › Article › peer-review

Abstract

We use second-order asymptotic analysis to deal with the minimization problem of a noncoercive convex function in a reflexive Banach space. To that end, we first introduce the definition of a second-order asymptotic cone, and its respective function, based on previous results for the finite dimensional case. We provide necessary and sufficient conditions for the existence of solutions for noncoercive convex minimization problems. Examples for which our assumptions are easier to verify than other well-known results are also provided.

Original languageEnglish
Pages (from-to)469-483
Number of pages15
JournalMathematical Methods of Operations Research
Volume86
Issue number3
DOIs
StatePublished - 1 Dec 2017

Keywords

  • Asymptotic cones and functions
  • Convex optimization
  • Optimality conditions
  • Second-order asymptotic functions

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