Non-polyhedral extensions of the Frank-and-Wolfe theorem

Abstract

In 1956 Marguerite Frank and Paul Wolfe proved that a quadratic function which is bounded below on a polyhedron $P$ attains its infimum on $P$. In this work we search for larger classes of sets $F$ with this Frank-and-Wolfe property. We establish the existence of non-polyhedral Frank-and-Wolfe sets, obtain internal characterizations by way of asymptotic properties, and investigate stability of the Frank-and-Wolfe class under various operations.

17 pages