Sensitivity analysis in convex quadratic optimization: invariant support set interval

DOI10.1080/02331930412331323854MaRDI QIDQ5466704zbMATH OpenOpenAlexWikidataFDO

Authors Alireza Ghaffari-Hadigheh, Tamás Terlaky

Publication date 25 August 2005

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930412331323854

zbMATH Keywords

interior point methodinvariancy intervalinvariant support setoptimal partitionparametric optimizationquadratic optimizationsensitivity analysis

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

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Cites work

• A geometric view of parametric linear programming
• A strongly polynomial rounding procedure yielding a maximally complementary solution for P_*() linear complementarity problems
• Advances in sensitivity analysis and parametric programming
• Basis- and partition identification for quadratic programming and linear complementarity problems
• Duality in quadratic programming
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 1017028 (Why is no real title available?)
• Multiparametric Linear Programming
• Sensitivity analysis in linear programming: Just be careful!
• Simultaneous Primal-Dual Right-Hand-Side Sensitivity Analysis from a Strictly Complementary Solution of a Linear Program
• The Capacity Method of Quadratic Programming
• The explicit linear quadratic regulator for constrained systems
• The Simplex Method for Quadratic Programming
• Unifying optimal partition approach to sensitivity analysis in conic optimization

Cited in

(12)

• Sensitivity analysis in linear optimization: invariant support set intervals
• Sensitivity analysis in convex quadratic optimization: simultaneous perturbation of the objective and right-hand-side vectors
• Multi-parametric sensitivity analysis in active constraints set of convex quadratic optimization
• Sensitivity analysis in multi-parametric strictly convex quadratic optimization
• scientific article; zbMATH DE number 5208295 (Why is no real title available?)
• Support set expansion sensitivity analysis in convex quadratic optimization
• Sensitivity Analysis In Linear And Convex Quadratic Optimization: Invariant Active Constraint Set And Invariant Set Intervals^*
• scientific article; zbMATH DE number 7687825 (Why is no real title available?)
• A parametric optimal control problem applied to daily irrigation
• Generalized support set invariancy sensitivity analysis in linear optimization
• Identifying the optimal partition in convex quadratic programming
• Active constraint set invariancy sensitivity analysis in linear optimization

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