Stability of the solution of definite quadratic programs
From MaRDI portal
Cites work
- Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 3308846 (Why is no real title available?)
- scientific article; zbMATH DE number 3378720 (Why is no real title available?)
- On Perturbations in Systems of Linear Inequalities
- On the continuity of the minimum set of a continuous function
- Stability in Nonlinear Programming
Cited in
(38)- Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
- Computable bounds on parametric solutions of convex problems
- The linear complementarity problem with a parametric input
- An algorithm for linearly constrained nonlinear programming problems
- A least-distance programming procedure for minimization problems under linear constraints
- An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems
- The continuity of metric projections as functions of the data
- A globally convergent method for nonlinear programming
- Interval analytic treatment of convex programming problems
- A new technique for inconsistent QP problems in the SQP method
- Topology optimization of flow networks.
- Bundle trust-region algorithm for bilinear bilevel programming
- Hölder continuity of perturbed solution set for convex optimization problems
- Even in simple economic systems, equilibrium can be non-unique: an example
- Consistent conjectural variations equilibrium for a financial model
- Sensitivity and stability analysis for nonlinear programming
- Sufficient conditions for the stability of the karush- kuhn - tucker point set in quadratic programming
- Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse
- Some properties of boundedly perturbed strictly convex quadratic functions
- On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
- Estimates for Kuhn-Tucker points of perturbed convex programs
- A cutting-plane method for quadratic semi infinite programming problems
- scientific article; zbMATH DE number 3596601 (Why is no real title available?)
- Two-stage quadratic integer programs with stochastic right-hand sides
- Mean-variance portfolio selection with dynamic targets for expected terminal wealth
- Safe nonlinear control design for input constrained polynomial systems using sum-of-squares programming
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
- Design of an analytic constrained predictive controller using neural networks
- Global infimum of strictly convex quadratic functions with bounded perturbations
- Maximizing strictly convex quadratic functions with bounded perturbations
- Constrained approximation by splines with free knots
- The lower semicontinuity of optimal solution sets
- Randomized algorithms for symmetric nonnegative matrix factorization
- Characterizing stability of parametric nonconvex polynomial optimization problems under total perturbations
- Some proximity and sensitivity results in quadratic integer programming
- Perturbation bounds for the linear least squares problem subject to linear inequality constraints
- Global multi-parametric optimal value bounds and solution estimates for separable parametric programs
- Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs
This page was built for publication: Stability of the solution of definite quadratic programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3212923)
