Continuity of the Solution Map in Quadratic Programs under Linear Perturbations
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It is well known that the solution map of a quadratic program where only the linear part of the data is subject to perturbation is an upper Lipschitz multifunction. This paper characterizes the continuity and lower semicontinuity of that solution map.
Key WordsQuadratic programs linear perturbations solution maps continuity lower semicontinuity
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- Bank, B., Guddat, J., Klatte, D., Kummer, B., and Tammer, K., Non-Linear Parametric Optimization, Akademie Verlag, Berlin, Germany, 1982.Google Scholar