摘要
本文研究参数凸二次规划的最优解集的稳定性.首先给出参数数学规划的方 向线性稳定的定义,然后利用集值映射的微分理论证明线性约束参数凸二次规划是线性稳 定的.
We consider the optimal set mapping S(x) associated with a parametric convex quadratic programming problem depending on a parameter vector x. In this paper, we give a definition of directionally linear stability for parametric mathematical programming problems, and prove that a class of linear constrained parametric convex quadratic programming is linear stable by means of the differentiable theory, in the sense of Tyurin (1965) and Banks & Jacobs (1970), of set-valued mappings.
出处
《运筹学学报》
CSCD
北大核心
2003年第1期11-18,共8页
Operations Research Transactions
基金
by The Founds of Young Scientists of China,No.10001007,The Research Foundations of of DUT No.3004-888N01 and Research Foundations of Young Teachers of DUT.2003.
