Directional differentiability of the optimal value function in indefinite quadratic programming

MaRDI QIDQ696141zbMATH OpenFDO

Authors N. N. Tam

Publication date 11 September 2002

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

stability analysisindefinite quadratic programmingdirectional derivative of the optimal value function

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31)

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• scientific article; zbMATH DE number 465394
• The quasidifferential of an optimal value function in nonsmooth programming

Cited in

(8)

• 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
• Existence and sensitivity analysis for nonconvex cubic optimization problems
• Continuity of the solution map in quadratic programs under linear perturbations
• Hadamard directional differentiability of the optimal value function of a quadratic programming problem
• On the optimal value function of a linearly perturbed quadratic program
• Directional differentiability of the optimal value function in convex semi-infinite programming
• Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs

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