Continuity of the solution map in quadratic programs under linear perturbations

DOI10.1007/s10957-006-9076-xzbMath1278.90292OpenAlexW1967544223MaRDI QIDQ868535

Gue Myung Lee, Nguyen Dong Yen, Nguyen Nang Tam

Publication date: 6 March 2007

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-006-9076-x

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items (11)

Multiobjective Optimization via Parametric Optimization: Models, Algorithms, and Applications ⋮ Continuity of the solution map in parametric affine variational inequalities ⋮ Global infimum of strictly convex quadratic functions with bounded perturbations ⋮ Some properties of boundedly perturbed strictly convex quadratic functions ⋮ Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs ⋮ Maximizing strictly convex quadratic functions with bounded perturbations ⋮ Boundedness of a type of iterative sequences in two-dimensional quadratic programming ⋮ Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs ⋮ On the solution existence and stability of quadratically constrained nonconvex quadratic programs ⋮ Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse ⋮ Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor

Cites Work

• Unnamed Item
• Unnamed Item
• Directional differentiability of the optimal value function in indefinite quadratic programming
• On continuity properties of the solution map in quadratic programming
• Continuity properties of the Karush-Kuhn-Tucker point set in quadratic programming problems
• Continuity of the optimal value function in indefinite quadratic programming
• Sufficient conditions for the stability of the karush- kuhn - tucker point set in quadratic programming
• On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
• Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
• Convex Analysis
• Technical Note—Direct Proof of the Existence Theorem for Quadratic Programming
• On Quadratic Programming
• On the stability of solutions to quadratic programming problems

This page was built for publication: Continuity of the solution map in quadratic programs under linear perturbations