Shane Barratt
Published 2018-04-13Version 1
In this paper, we provide conditions under which one can take derivatives of the solution to a convex optimization problem with respect to problem data. These conditions are that Slater's condition holds, the functions involved are twice differentiable, and that a certain Jacobian is nonsingular. The derivation involves applying the implicit function theorem to the necessary and sufficient KKT system for optimality.
Convergence analysis of a regularized Newton method with generalized regularization terms for convex optimization problems
Aging-Aware Battery Control via Convex Optimization
A generalization of Löwner-John's ellipsoid theorem
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