Taiwanese Journal of Mathematics
- Taiwanese J. Math.
- Volume 13, Number 6A (2009), 1823-2836.
STABILITY OF A CLASS OF QUADRATIC PROGRAMS WITH A CONIC CONSTRAINT
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.
Taiwanese J. Math., Volume 13, Number 6A (2009), 1823-2836.
First available in Project Euclid: 18 July 2017
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Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 90C20: Quadratic programming 90C26: Nonconvex programming, global optimization 90C31: Sensitivity, stability, parametric optimization 49J45: Methods involving semicontinuity and convergence; relaxation 49J50: Fréchet and Gateaux differentiability [See also 46G05, 58C20] 49K40: Sensitivity, stability, well-posedness [See also 90C31]
Lee, G. M.; Tam, N. N.; Yen, N. D. STABILITY OF A CLASS OF QUADRATIC PROGRAMS WITH A CONIC CONSTRAINT. Taiwanese J. Math. 13 (2009), no. 6A, 1823--2836. doi:10.11650/twjm/1500405615. https://projecteuclid.org/euclid.twjm/1500405615