Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse

DOI10.1080/02331934.2014.891033zbMath1337.90046OpenAlexW2034000657MaRDI QIDQ2808329

Youpan Han, Zhiping Chen

Publication date: 23 May 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2014.891033

zbMATH Keywords

Lipschitz continuityvalue functionquantitative stabilitystochastic quadratic programmingmixed-integer quadratic programs

Mathematics Subject Classification ID

Mixed integer programming (90C11) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Cites Work

• Some proximity and sensitivity results in quadratic integer programming
• Continuity of the solution map in quadratic programs under linear perturbations
• Stability of linearly constrained convex quadratic programs
• Distribution sensitivity in stochastic programming
• Continuity properties of the Karush-Kuhn-Tucker point set in quadratic programming problems
• Continuity of the optimal value function in indefinite quadratic programming
• An SQP algorithm for extended linear-quadratic problems in stochastic programming
• On the continuity of the minimum in parametric quadratic programs
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• On the optimal value function of a linearly perturbed quadratic program
• Stability of the solution of definite quadratic programs
• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
• On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
• Numerical Optimization
• Variational Analysis
• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
• Error bounds for solutions of linear equations and inequalities
• Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

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