Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs

DOI10.1007/s11766-010-2202-4zbMath1240.90293OpenAlexW2053208818MaRDI QIDQ716528

Zhiping Chen, Youpan Han

Publication date: 29 September 2011

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-010-2202-4

zbMATH Keywords

optimal value functionoptimal solutionmixed-integer quadratic program

Mathematics Subject Classification ID

Mixed integer programming (90C11) Sensitivity, stability, well-posedness (49K40) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

Related Items (1)

Weak Continuity of Risk Functionals with Applications to Stochastic Programming

Uses Software

• CPLEX

Cites Work

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• On the optimal value function of a linearly perturbed quadratic program
• Stability of mixed-integer quadratic programming problems
• On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
• Numerical Optimization
• Random test problems and parallel methods for quadratic programs and quadratic stochastic programs^∗
• On Quadratic Programming
• Decomposition and linearization for 0-1 quadratic programming

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