Directional differentiability of the optimal value function in indefinite quadratic programming

zbMATH Open1009.90115MaRDI QIDQ696141FDOQ696141

Authors: N. N. Tam 

Publication date: 11 September 2002

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

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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)

Cited In (8)

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