Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse (Q2808329)
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scientific article; zbMATH DE number 6583801
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| English | Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse |
scientific article; zbMATH DE number 6583801 |
Statements
Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse (English)
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23 May 2016
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mixed-integer quadratic programs
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Lipschitz continuity
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value function
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stochastic quadratic programming
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quantitative stability
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0.9287945032119752
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0.9278953075408936
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0.8821348547935486
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0.8814943432807922
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0.8797284364700317
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