Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs

DOI10.1007/s40306-016-0179-7zbMath1368.90122OpenAlexW2462579931MaRDI QIDQ2398307

Tam Nang Nguyen, Van Nghi Tran

Publication date: 15 August 2017

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40306-016-0179-7

zbMATH Keywords

continuitynonconvex quadratic programmingvalue functiondirectional differentiabilityquadratically constrained

Mathematics Subject Classification ID

Nonlinear programming (90C30) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

Related Items (8)

On the solution existence to convex polynomial programs and its applications ⋮ General variational inequalities: existence of solutions, Tikhonov-type regularization, and well-posedness ⋮ Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs ⋮ Existence and sensitivity analysis for nonconvex cubic optimization problems ⋮ Unnamed Item ⋮ On stability of solutions to parametric generalized affine variational inequalities ⋮ Coderivatives related to parametric extended trust region subproblem and their applications ⋮ A Frank-Wolfe-type theorem for cubic programs and solvability for quadratic variational inequalities

Cites Work

• Unnamed Item
• Solution existence and stability of quadratically constrained convex quadratic programs
• Directional differentiability of the optimal value function in indefinite quadratic programming
• Continuity of the optimal value function in indefinite quadratic programming
• On the classical necessary second-order optimality conditions
• Multivalued analysis and nonlinear programming problems with perturbations
• Directional derivative of the value function in parametric optimization
• Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
• Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming
• On The Marginal Function in Nonlinear Programming
• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• Second Order Directional Derivatives in Parametric Optimization Problems
• Differential properties of the marginal function in mathematical programming
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• On second-order directional derivatives of value functions
• Mathematical Programs with Equilibrium Constraints

This page was built for publication: Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs