Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs

Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs

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摘要 When all the involved data in indefinite quadratic programs change simultaneously, we show the locally Lipschtiz continuity of the KKT set of the quadratic programming problem firstly, then we establish the locally Lipschtiz continuity of the KKT solution set. Finally, the similar conclusion for the corresponding optimal value function is obtained. When all the involved data in indefinite quadratic programs change simultaneously, we show the locally Lipschtiz continuity of the KKT set of the quadratic programming problem firstly, then we establish the locally Lipschtiz continuity of the KKT solution set. Finally, the similar conclusion for the corresponding optimal value function is obtained.

作者 HAN You-pan CHEN Zhi-ping ZHANG Feng

机构地区 School of Science Department of Computing Science

出处《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第1期102-110,共9页 高校应用数学学报（英文版）（B辑）

基金 Supported by the National Natural Science Foundation of China(10571141,70971109,71371152) supported by the Talents Fund of Xi’an Polytechnic University(BS1320) the Mathematics Discipline Development Fund of Xi’an Ploytechnic University(107090701)

关键词 quadratic program Lipschitz continuity value function feasible solution KKT solution set. quadratic program, Lipschitz continuity, value function, feasible solution, KKT solution set.

分类号 O221.2 [理学—运筹学与控制论] O171 [理学—基础数学]

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Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs

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