Solution existence and stability of quadratically constrained convex quadratic programs

被引：15

作者：

Kim, D. S. ^{[1
]}

Tam, N. N. ^{[2
]}

Yen, N. D. ^{[3
]}

机构：

[1] Pukyong Natl Univ, Dept Appl Math, Pusan 608737, South Korea

[2] Hanoi Pedag Inst 2, Dept Math, Me Linh, Vinh Phuc, Vietnam

[3] Vietnamese Acad Sci & Technol, Inst Math, Hanoi 10307, Vietnam

来源：

OPTIMIZATION LETTERS | 2012年 / 6卷 / 02期

基金：

新加坡国家研究基金会;

关键词：

Convex quadratic program; Solution existence; Recession cone; Eaves-type theorem; Stability analysis;

D O I：

10.1007/s11590-011-0300-8

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 propose verifiable necessary and sufficient conditions for the solution existence of a convex quadratic program whose constraint set is defined by finitely many convex linear-quadratic inequalities. A related stability analysis of the problem is also considered.

引用

页码：363 / 373

页数：11

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