Hadamard directional differentiability of the optimal value function of a quadratic programming problem

DOI10.1142/S0217595918500124MaRDI QIDQ4565265zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

quadratic programmingstability analysisupper semi-continuityHadamard directional differentiability

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• 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 indefinite quadratic programming
• On the optimal value function of a linearly perturbed quadratic program
• Stability of linearly constrained convex quadratic programs

Cites work

• scientific article; zbMATH DE number 3791104 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 192986 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• Convex Analysis
• Generalized equations and their solutions, Part I: Basic theory
• Lectures on Stochastic Programming
• 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
• Quadratic programming and affine variational inequalities. A qualitative study.
• Stability in convex quadratic parametric programming
• Stability of linearly constrained convex quadratic programs
• Variational Analysis

Cited in

(7)

• 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
• Directional differentiability of the optimal value function in convex semi-infinite programming
• Directional differentiability of the optimal value function in indefinite quadratic 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

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