A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings

Automatica ◽  
2010 ◽  
Vol 46 (9) ◽  
pp. 1405-1418 ◽  
Author(s):  
Panagiotis Patrinos ◽  
Haralambos Sarimveis
2021 ◽  
Vol Volume 2 (Original research articles) ◽  
Author(s):  
Matúš Benko

In this paper, we study continuity and Lipschitzian properties of set-valued mappings, focusing on inner-type conditions. We introduce new notions of inner calmness* and, its relaxation, fuzzy inner calmness*. We show that polyhedral maps enjoy inner calmness* and examine (fuzzy) inner calmness* of a multiplier mapping associated with constraint systems in depth. Then we utilize these notions to develop some new rules of generalized differential calculus, mainly for the primal objects (e.g. tangent cones). In particular, we propose an exact chain rule for graphical derivatives. We apply these results to compute the derivatives of the normal cone mapping, essential e.g. for sensitivity analysis of variational inequalities. Comment: 27 pages


1982 ◽  
Vol 85 (1) ◽  
pp. 257-263 ◽  
Author(s):  
A. Graja ◽  
M. Przybylski ◽  
B. Butka ◽  
R. Swietlik

2002 ◽  
Vol 23 (2) ◽  
pp. 125-207 ◽  
Author(s):  
Igor D. Sadekov ◽  
Alexander V. Zakharov ◽  
Alexander A. Maksimenko
Keyword(s):  

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