Stability of linearly constrained convex quadratic programs
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This paper establishes a simple necessary and sufficient condition for the stability of a linearly constrained convex quadratic program under perturbations of the linear part of the data, including the constraint matrix. It also establishes results on the continuity and differentiability of the optimal objective value of the program as a function of a parameter specifying the magnitude of the perturbation. The results established herein directly generalize well-known results on the stability of linear programs.
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Cites work
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