张立卫Liwei Zhang

(教授)

 博士生导师  硕士生导师
学位:博士
性别:男
毕业院校:大连理工大学
所在单位:数学科学学院
电子邮箱:lwzhang@dlut.edu.cn

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Hadamard Directional Differentiability of the Optimal Value Function of a Quadratic Programming Problem

发表时间:2019-03-12 点击次数:

论文名称:Hadamard Directional Differentiability of the Optimal Value Function of a Quadratic Programming Problem
论文类型:期刊论文
第一作者:Zhang, Sainan
通讯作者:Zhang, LW (reprint author), Dalian Univ Technol, Sch Math Sci, Inst Operat Res & Control Theory, Dalian 116024, Peoples R China.
合写作者:Zhang, Liwei,Zhang, Hongwei,Duan, Qingsong
发表刊物:ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH
收录刊物:SCIE
卷号:35
期号:3
ISSN号:0217-5959
关键字:Quadratic programming; stability analysis; upper semi-continuity; Hadamard directional differentiability
摘要:In this paper, we consider the stability analysis of a convex quadratic programming (QP) problem and its restricted Wolfe dual when all parameters in the problem are perturbed. Based on the continuity of the feasible set mapping, we establish the upper semi-continuity of the optimal solution mappings of the convex QP problem and the restricted Wolfe dual problem. Furthermore, by characterizing the optimal value function as a min-max optimization problem over two compact convex sets, we demonstrate the Lipschitz continuity and the Hadamard directional differentiability of the optimal value function.
发表时间:2018-06-01