Hadamard directional differentiability of the optimal value function of a quadratic programming problem
DOI10.1142/S0217595918500124zbMATH Open1397.90371OpenAlexW2801479138WikidataQ129981894 ScholiaQ129981894MaRDI QIDQ4565265FDOQ4565265
Authors: Sainan Zhang, Qingsong Duan, Liwei Zhang, Hongwei Zhang 
Publication date: 11 June 2018
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217595918500124
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Quadratic programming (90C20) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31)
Cites Work
- Variational Analysis
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- Convex Analysis
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- Lectures on Stochastic Programming
- Generalized equations and their solutions, Part I: Basic theory
- Quadratic programming and affine variational inequalities. A qualitative study.
- 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
- Stability of linearly constrained convex quadratic programs
- Stability in convex quadratic parametric programming
Cited In (7)
- Directional differentiability of the optimal value function in indefinite quadratic programming
- Directional differentiability of the optimal value function in convex semi-infinite programming
- Quantitative stability of full random two-stage problems with quadratic recourse
- Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
- Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem
- Directional differentiability of the optimal value function in quadratic programming problem on Hilbert spaces
- On the optimal value function of a linearly perturbed quadratic program
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