Some properties of boundedly perturbed strictly convex quadratic functions

被引:6
作者
Phu, H. X. [1 ]
Pho, V. M. [2 ]
机构
[1] Inst Math, Hanoi, Vietnam
[2] Le Qui Don Tech Univ, Dept Comp Sci, Hanoi, Vietnam
关键词
quadratic programming; bounded perturbation; global minimizer; generalized convexity; stability; subdifferentiability; Kuhn-Tucker theorem; LOWER SEMICONTINUITY; GAMMA-CONVEXITY; OPTIMIZATION; DISPATCH; PROGRAMS; SPACES;
D O I
10.1080/02331931003746114
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We investigate the problem ((P) over tilde) of minimizing (f) over tilde (x) := f(x) + p(x) subject to x is an element of D, where f(x) := x(T)Ax + b(T)x, A is a symmetric positive definite n-by-n matrix, b is an element of R-n, D subset of R-n is convex and p : R-n -> R satisfies sup(x is an element of D)vertical bar p(x)vertical bar <= s for some given s < +infinity. Function p is called a perturbation, but it may also describe some correcting term, which arises when investigating a real inconvenient objective function (f) over tilde by means of an idealized convex quadratic function f. We prove that (f) over tilde is strictly outer Gamma-convex for some specified balanced set Gamma subset of R-n. As a consequence, a Gamma-local optimal solution of ((P) over tilde) is global optimal and the difference of two arbitrary global optimal solutions of ((P) over tilde) is contained in Gamma. By the property that x* - (x) over tilde* is an element of 1/2 Gamma holds if x* is the optimal solution of the problem of minimizing f on D and (x) over tilde* is an arbitrary global optimal solution of ((P) over tilde),we show that the set S-s of global optimal solutions of ((P) over tilde) is stable with respect to the Hausdorff metric d(H)(.,.). Moreover, the roughly generalized subdifferentiability of (f) over tilde and a generalization of Kuhn-Tucker theorem for ((P) over tilde) are presented.
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页码:67 / 88
页数:22
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