On the generic properties of convex optimization problems in conic form

G. Pataki and L. Tuncel

We prove that strict complementarity, primal and dual nondegeneracy are generic properties of convex optimization problems in conic form. Our proof is elementary and it employs an important result due to Larman on the boundary structure of convex bodies.

Research Report 97-16, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, September 1997.

Contact: ltuncel@math.uwaterloo.ca


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