Lower semicontinuity of the KKT point set in quadratic programs under linear perturbations (Q873805)

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Lower semicontinuity of the KKT point set in quadratic programs under linear perturbations
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    Lower semicontinuity of the KKT point set in quadratic programs under linear perturbations (English)
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    20 March 2007
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    The paper deals with stability results for the solution set of a quadratic programming problem under linear perturbations. A quadratic programming problem is defined as the minimization of a quadratic function over a polyhedron. The linear perturbation of the data considers variations on the coefficients of the linear term in the objective function and on the numerical terms (order zero) of the linear inequalities defining the polyhedron. There are given simple necessary and quite technical sufficient conditions for the lower continuity of the set of points satisfying the Karush-Kuhn-Tucker conditions. In the last section of the paper a set of examples is given in order to illustrate sufficient conditions proposed.
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    quadratic programming
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    lower semicontinuity
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