Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
DOI10.1080/02331934.2014.891033zbMATH Open1337.90046OpenAlexW2034000657MaRDI QIDQ2808329FDOQ2808329
Publication date: 23 May 2016
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2014.891033
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value functionLipschitz continuityquantitative stabilitystochastic quadratic programmingmixed-integer quadratic programs
Quadratic programming (90C20) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Mixed integer programming (90C11)
Cites Work
- Numerical Optimization
- Variational Analysis
- Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
- Error bounds for solutions of linear equations and inequalities
- Some proximity and sensitivity results in quadratic integer programming
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- Continuity properties of the Karush-Kuhn-Tucker point set in quadratic programming problems
- On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
- Rates of Convergence in Stochastic Programs with Complete Integer Recourse
- Continuity of the optimal value function in indefinite quadratic programming
- An SQP algorithm for extended linear-quadratic problems in stochastic programming
- On the continuity of the minimum in parametric quadratic programs
- Stability of the solution of definite quadratic programs
- Distribution sensitivity in stochastic programming
- On the optimal value function of a linearly perturbed quadratic program
- Continuity of the solution map in quadratic programs under linear perturbations
- Stability of linearly constrained convex quadratic programs
- Quantitative stability of mixed-integer two-stage quadratic stochastic programs
- Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
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