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Continuity of the Solution Map in Quadratic Programs under Linear Perturbations

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Abstract

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.

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Author information

Authors and Affiliations

  1. Department of Applied Mathematics, Pukyong National University, Pusan, Korea

    G. M. Lee (Professor)

  2. Department of Mathematics, Hanoi Pedagogical Institute No. 2, Xuan Hoa, Me Linh, Vinh Phuc, Vietnam

    N. N. Tam (Senior Lecturer)

  3. Institute of Mathematics, Vietnamese Academy of Science and Technology, Hanoi, Vietnam

    N. D. Yen (Associate Professor)

Authors
  1. G. M. Lee
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  2. N. N. Tam
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  3. N. D. Yen
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Additional information

This work was supported by the Brain Korea 21 Project in 2003, the APEC Postdoctoral Fellowships Program, and the KOSEF Brain Pool Program. The authors thank Professor F. Giannessi and two anonymous referees for helpful comments.

Communicated by F. Giannessi

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Lee, G.M., Tam, N.N. & Yen, N.D. Continuity of the Solution Map in Quadratic Programs under Linear Perturbations. J Optim Theory Appl 129, 415–423 (2006). https://doi.org/10.1007/s10957-006-9076-x

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  • DOI: https://doi.org/10.1007/s10957-006-9076-x

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