Solution existence and stability of quadratically constrained convex quadratic programs
- 182 Downloads
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.
KeywordsConvex quadratic program Solution existence Recession cone Eaves-type theorem Stability analysis
Unable to display preview. Download preview PDF.
- 4.Bertsekas D.P.: Nonlinear Programming, 2nd edn. Athena Scientific, Belmont (2003)Google Scholar
- 7.Lee G.M., Tam N.N., Yen N.D.: Quadratic Programming and Affine Variational Inequalities: A Qualitative Study, Series: “Nonconvex Optimization and Its Applications”, vol. 78. Springer, New York (2005)Google Scholar