Global infimum of strictly convex quadratic functions with bounded perturbations
DOI10.1007/s00186-010-0324-3zbMath1204.52001OpenAlexW2070381619MaRDI QIDQ604811
Publication date: 12 November 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0324-3
generalized convexityoptimality conditionquadratic functionglobal minimizerbounded perturbationconvexity modulusouter \(\gamma\)-convexitysupport property
Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Axiomatic and generalized convexity (52A01) Convex functions and convex programs in convex geometry (52A41) Perturbations of nonlinear operators (47H14)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Continuity of the solution map in quadratic programs under linear perturbations
- Lipschitz behavior of convex semi-infinite optimization problems: a variational approach
- Duality theorems for perturbed convex optimization
- Some applications of mathematical programming techniques in optimal power dispatch
- The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
- Lower semicontinuity of the minimum in parametric convex programs
- Strictly and roughly convexlike functions
- Outer \(\gamma\)-convexity in normed linear spaces
- Scheduling of power generation via large-scale nonlinear optimization
- Outer \(\gamma\)-convexity and inner \(\gamma\)-convexity of disturbed functions
- On the optimal value function of a linearly perturbed quadratic program
- Minimizing Convex Functions with Bounded Perturbations
- Stability of the solution of definite quadratic programs
- Perturbed convex programming in reflexive Banach spaces
- Outer Γ-Convexity in Vector Spaces
- Estimates for Kuhn-Tucker points of perturbed convex programs
- The simultaneous computation of a few of the algebraically largest and smallest eigenvalues of a large, sparse, symmetric matrix
- On the lower semicontinuity of optimal sets in convex parametric optimization
- The Davidson Method
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- Characterizing an optimal input in perturbed convex programming
- On lower bounds for the smallest eigenvalue of a Hermitian positive-definite matrix
- A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
- Some properties of solution sets to nonconvex quadratic programming problems
- Support set expansion sensitivity analysis in convex quadratic optimization
- Convex Analysis
- On the stability of solutions to quadratic programming problems
This page was built for publication: Global infimum of strictly convex quadratic functions with bounded perturbations