On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity

DOI10.1080/02331938508843080zbMath0594.90081OpenAlexW2065906207MaRDI QIDQ3725891

Diethard Klatte

Publication date: 1985

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/2191/1/WP-83-121.pdf

zbMATH Keywords

optimal set mappingLipschitzian multifunctionsparametric quadratic optimizationpolyhedral multifunctions

Mathematics Subject Classification ID

Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Management decision making, including multiple objectives (90B50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites Work

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• Least-norm linear programming solution as an unconstrained minimization problem
• Lifting projections of convex polyhedra
• Stability of the solution of definite quadratic programs
• Lipschitz Continuity for Constrained Processes

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