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论文类型：期刊论文

发表时间：2018-06-01

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.