Convex optimization stephen boyd lieven vandenberghe

Is the set O of achievable objective values convex?

While the set O of achievable objective values need not be convex, the set A is convex, when the problem is convex

Moreover, the minimal elements of A are exactly the same as the minimal elements of the set O of achievable values, i

e

, they are the same as the Pareto optimal values

(See exercise 4 53 )

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