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Stability of the solution of definite quadratic programs (1973)

Daniel, James W.

Springer

Mathematical programming 5 (1973), S. 41-53

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ISSN: 1436-4646

Source: Springer Online Journal Archives 1860-2000

Topics: Computer Science , Mathematics

Notes: Abstract This paper studies how the solution of the problem of minimizingQ(x) = 1/2x T Kx − k T x subject toGx ≦ g andDx = d behaves whenK, k, G, g, D andd are perturbed, say by terms of size∈, assuming thatK is positive definite. It is shown that in general the solution moves by roughly∈ ifG, g, D andd are not perturbed; whenG, g, D andd are in fact perturbed, much stronger hypotheses allow one to show that the solution moves by roughly∈. Many of these results can be extended to more general, nonquadratic, functionals.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01580110

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