Sensitivity analysis for generalized linear-quadratic problems
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Publication:1918287
DOI10.1007/BF02192198zbMath0857.49026OpenAlexW1988429046MaRDI QIDQ1918287
Publication date: 12 March 1997
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02192198
sensitivity analysisdirectional derivativegeneralized linear-quadratic problemsparametrized minimax problems
Existence of solutions for minimax problems (49J35) Linear-quadratic optimal control problems (49N10) Numerical methods in optimal control (49M99)
Related Items (3)
Unnamed Item ⋮ Sufficient conditions for the stability of the karush- kuhn - tucker point set in quadratic programming ⋮ On the optimal value function of a linearly perturbed quadratic program
Cites Work
- Unnamed Item
- Some topological properties of the solution sets of parametrized minimax problems
- Computational schemes for large-scale problems in extended linear- quadratic programming
- On the continuity of the minimum set of a continuous function
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
- Directional derivative of a minimax function
- Some continuity properties of polyhedral multifunctions
- Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
- Perturbation Analysis of a Condition Number for Linear Systems
- Linear-Quadratic Programming and Optimal Control
- Convex Analysis
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