ON BOUNDEDNESS OF $\epsilon$-APPROXIMATE SOLUTION SET OF CONVEX OPTIMIZATION PROBLEMS

  • Kim, Gwi-Soo (Department of Mathematical Sciences in Pukyong National University) ;
  • Lee, Gue-Myung (Department of Mathematical Sciences in Pukyong National University)
  • Published : 2008.01.30

Abstract

Boundedness for the set of all the $\epsilon$-approximate solutions for convex optimization problems are considered. We give necessary and sufficient conditions for the sets of all the $\epsilon$-approximate solutions of a convex optimization problem involving finitely many convex functions and a convex semidefinite problem involving a linear matrix inequality to be bounded. Furthermore, we give examples illustrating our results for the boundedness.

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