Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs

You-pan Han; Zhi-ping Chen; Feng Zhang

doi:10.1007/s11766-015-3124-y

Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs

Applied Mathematics-A Journal of Chinese Universities ◽

10.1007/s11766-015-3124-y ◽

2015 ◽

Vol 30 (1) ◽

pp. 102-110

Author(s):

You-pan Han ◽

Zhi-ping Chen ◽

Feng Zhang

Keyword(s):

Value Function ◽

Lipschitz Continuity ◽

Optimal Value Function ◽

Solution Set ◽

Quadratic Programs ◽

Optimal Value ◽

Indefinite Quadratic

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Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs

Applied Mathematics-A Journal of Chinese Universities ◽

10.1007/s11766-010-2202-4 ◽

2010 ◽

Vol 25 (4) ◽

pp. 391-399 ◽

Cited By ~ 1

Author(s):

Zhi-ping Chen ◽

You-pan Han

Keyword(s):

Value Function ◽

Optimal Value Function ◽

Mixed Integer ◽

Optimal Solutions ◽

Quadratic Programs ◽

Optimal Value

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Lipschitz continuity of the optimal value function in parametric optimization

Journal of Global Optimization ◽

10.1007/s10898-014-0169-z ◽

2014 ◽

Vol 61 (2) ◽

pp. 363-377 ◽

Cited By ~ 5

Author(s):

S. Dempe ◽

P. Mehlitz

Keyword(s):

Value Function ◽

Parametric Optimization ◽

Lipschitz Continuity ◽

Optimal Value Function ◽

Optimal Value

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On the (Non-)Differentiability of the Optimal Value Function When the Optimal Solution is Unique

SSRN Electronic Journal ◽

10.2139/ssrn.2373092 ◽

2013 ◽

Author(s):

Daisuke Oyama ◽

Tomoyuki Takenawa

Keyword(s):

Value Function ◽

Optimal Solution ◽

Optimal Value Function ◽

Optimal Value

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Bilevel Optimization Based on Kriging Approximations of Lower Level Optimal Value Function

2018 IEEE Congress on Evolutionary Computation (CEC) ◽

10.1109/cec.2018.8477763 ◽

2018 ◽

Cited By ~ 1

Author(s):

Ankur Sinha ◽

Samish Bedi ◽

Kalyanmoy Deb

Keyword(s):

Value Function ◽

Bilevel Optimization ◽

Optimal Value Function ◽

Optimal Value

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Optimal Value Function

Encyclopedia of Operations Research and Management Science ◽

10.1007/978-1-4419-1153-7_200552 ◽

2013 ◽

pp. 1092-1092

Keyword(s):

Value Function ◽

Optimal Value Function ◽

Optimal Value

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Directional Differentiability of the Optimal Value Function

Nonconvex Optimization and Its Applications - Quadratic Programming and Affine Variational Inequalities ◽

10.1007/0-387-24278-3_14 ◽

2005 ◽

pp. 239-257

Keyword(s):

Value Function ◽

Optimal Value Function ◽

Directional Differentiability ◽

Optimal Value

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Optimal value function

10.1007/springerreference_5909 ◽

2011 ◽

Keyword(s):

Value Function ◽

Optimal Value Function ◽

Optimal Value

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On the optimal value function of optimization problems

System Modeling and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0006154 ◽

2005 ◽

pp. 349-353

Author(s):

Bernhard Gollan

Keyword(s):

Value Function ◽

Optimization Problems ◽

Optimal Value Function ◽

Optimal Value

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Inner estimates for the generalized gradient of the optimal value function in nonlinear programming

Mathematical Programming Studies - Mathematical Programming at Oberwolfach II ◽

10.1007/bfb0121013 ◽

1984 ◽

pp. 132-146 ◽

Cited By ~ 2

Author(s):

Bernhard Gollan

Keyword(s):

Nonlinear Programming ◽

Value Function ◽

Optimal Value Function ◽

Generalized Gradient ◽

Optimal Value

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On the (non-)differentiability of the optimal value function when the optimal solution is unique

Journal of Mathematical Economics ◽

10.1016/j.jmateco.2018.02.004 ◽

2018 ◽

Vol 76 ◽

pp. 21-32 ◽

Cited By ~ 2

Author(s):

Daisuke Oyama ◽

Tomoyuki Takenawa

Keyword(s):

Value Function ◽

Optimal Solution ◽

Optimal Value Function ◽

Optimal Value

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