Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse

DOI10.1080/02331934.2014.891033MaRDI QIDQ2808329zbMATH OpenOpenAlexFDO

Authors Youpan Han, Zhiping Chen

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

zbMATH Keywords

value functionLipschitz continuityquantitative stabilitystochastic quadratic programmingmixed-integer quadratic programs

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Mixed integer programming (90C11)

Recommendations

• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
• Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
• Quantitative stability of fully random mixed-integer two-stage stochastic programs

Cites work

• An SQP algorithm for extended linear-quadratic problems in stochastic programming
• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
• Continuity of the optimal value function in indefinite quadratic programming
• Continuity of the solution map in quadratic programs under linear perturbations
• Continuity properties of the Karush-Kuhn-Tucker point set in quadratic programming problems
• Distribution sensitivity in stochastic programming
• Error bounds for solutions of linear equations and inequalities
• Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
• Numerical Optimization
• On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
• On the continuity of the minimum in parametric quadratic programs
• On the optimal value function of a linearly perturbed quadratic program
• Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• Some proximity and sensitivity results in quadratic integer programming
• Stability of linearly constrained convex quadratic programs
• Stability of the solution of definite quadratic programs
• Variational Analysis

Cited in

(6)

• Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
• Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
• Quantitative stability of mixed-integer two-stage quadratic stochastic programs
• Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
• Stability of mixed-integer quadratic programming problems

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