Sensitivity analysis in convex quadratic optimization: simultaneous perturbation of the objective and right-hand-side vectors
zbMATH Open1206.90187MaRDI QIDQ3079181FDOQ3079181
Authors: Alireza Ghaffari-Hadigheh, Oleksandr Romanko, Tamás Terlaky 
Publication date: 1 March 2011
Full work available at URL: http://journals.hil.unb.ca/index.php/AOR/article/view/4624/5466
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linear programmingquadratic programmingparametric programmingsimultaneous perturbationsimultaneous perturbation sensitivity analysis
Quadratic programming (90C20) Convex programming (90C25) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)
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- On continuous-time constrained stochastic linear-quadratic control
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- Advances in induced optimal partition invariancy analysis in uni-parametric linear optimization
- Optimal partition invariancy in multi-parametric linear optimization
- Sensitivity analysis in linear optimization: invariant support set intervals
- Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
- Multiobjective optimization via parametric optimization: models, algorithms, and applications
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- Sensitivity analysis in multi-parametric strictly convex quadratic optimization
- Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs
- On the computation of the efficient frontier of the portfolio selection problem
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