STABILITY OF A CLASS OF QUADRATIC PROGRAMS WITH A CONIC CONSTRAINT

Abstract

Stability of a general indefinite quadratic program whose constraint set is the intersection of an affine subspace and a closed convex cone is investigated. We present a systematical study of several stability properties of the Karush-Kuhn-Tucker point map, the global solution map, and the optimal value function, assuming that the problem data undergoes small perturbations. Some techniques from our preceding work on stability of indefinite quadratic programs under linear constraints have found further applications and extensions in this paper.