{ "id": "0911.1182", "version": "v1", "published": "2009-11-06T05:50:11.000Z", "updated": "2009-11-06T05:50:11.000Z", "title": "On representations of the feasible set in convex optimization", "authors": [ "Jean B. Lasserre" ], "comment": "to appear in Optimization Letters", "categories": [ "math.OC" ], "abstract": "We consider the convex optimization problem $\\min \\{f(x) : g_j(x)\\leq 0, j=1,...,m\\}$ where $f$ is convex, the feasible set K is convex and Slater's condition holds, but the functions $g_j$ are not necessarily convex. We show that for any representation of K that satisfies a mild nondegeneracy assumption, every minimizer is a Karush-Kuhn-Tucker (KKT) point and conversely every KKT point is a minimizer. That is, the KKT optimality conditions are necessary and sufficient as in convex programming where one assumes that the $g_j$ are convex. So in convex optimization, and as far as one is concerned with KKT points, what really matters is the geometry of K and not so much its representation.", "revisions": [ { "version": "v1", "updated": "2009-11-06T05:50:11.000Z" } ], "analyses": { "subjects": [ "90C25", "65K05" ], "keywords": [ "feasible set", "representation", "kkt point", "slaters condition holds", "kkt optimality conditions" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0911.1182L" } } }