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Type | Journal Article |
Scope | Discipline-based scholarship |
Title | On a Frank-Wolfe type theorem in cubic optimization |
Organization Unit | |
Authors |
|
Item Subtype | Original Work |
Refereed | Yes |
Status | Published in final form |
Language |
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Journal Title | Optimization |
Publisher | Taylor & Francis |
Geographical Reach | international |
ISSN | 0233-1934 |
Volume | 68 |
Number | 2-3 |
Page Range | 539 - 547 |
Date | 2019 |
Abstract Text | A classical result due to Frank and Wolfe (1956) says that a quadratic function $f$ attains its supremum on a nonempty polyhedron $M$ if $f$ is bounded from above on $M$. In this note, we present a stringent proof of the extension of this result to cubic optimization (known from Andronov, Belousov and Shironin (1982)). Further, we discuss related results. In particular, we bring back to attention Kummer's (1977) generalization of the Frank-Wolfe theorem to the case that $f$ is quadratic, but $M$ is the Minkowski sum of a compact set and a polyhedral cone. |
Digital Object Identifier | 10.1080/02331934.2019.1566327 |
Other Identification Number | merlin-id:17552 |
PDF File | Download from ZORA |
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Additional Information | According to the Copyright Agreement the Preprint may be published in Merlin and ZORA. For the published version please contact the author. |