Techniques for Exploring the Suboptimal Set

Abstract

The ǫ-suboptimal set Xǫ for an optimization problem is the set of feasible points with objective value within ǫ of optimal. In this paper we describe some basic techniques for quantitatively characterizing Xǫ, for a given value of ǫ, when the original problem is convex, by solving a modest number of related convex optimization problems. We give methods for… (More)

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