On the generic properties of
convex optimization problems in conic form
G. Pataki and L. Tuncel
We prove that strict complementarity, primal and dual nondegeneracy
are generic properties of convex optimization problems in conic form.
Our proof is elementary and it employs an important result due to
Larman on the boundary structure of convex bodies.
Research Report 97-16, Department
of Combinatorics and Optimization, University of Waterloo, Waterloo,
Ontario, Canada, September 1997.
Contact:
[email protected]
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