Some notes on continuity in convex optimization

2021/04/30 by Torbjørn Cunis, Cunis, Torbjørn
Computer Science · Mathematics · #Optimization and Variational Analysis #Advanced Optimization Algorithms Research

paper · pdf · doi:10.48550/arxiv.2104.15045

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.

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