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Abstract
Every convex program can be rewritten as a stable program after identifying the minimal index set of binding constraints. This paper suggests a finite iterative method for calculating this particular set of indices. The method is demonstrated on such diverse problems as characterizing a PABETG optimum in multicriteria optimization and solving differentiable convex programs by the method of augmented Lagrangians without assuming a regularization condition. Some results extend to arbitrary convex cones and abstract spaces, and apply to optimal control problems.
1Research partly supported by the National Research Council of Canada
1Research partly supported by the National Research Council of Canada
Notes
1Research partly supported by the National Research Council of Canada