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Solution existence and stability of quadratically constrained convex quadratic programs

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Abstract

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.

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Authors and Affiliations

  1. Department of Applied Mathematics, Pukyong National University, Pusan, 608-737, Korea

    D. S. Kim

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

    N. N. Tam

  3. Institute of Mathematics, Vietnamese Academy of Science and Technology, 18 Hoang Quoc Viet, 10307, Hanoi, Vietnam

    N. D. Yen

Authors
  1. D. S. Kim
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  2. N. N. Tam
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  3. N. D. Yen
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Correspondence to D. S. Kim.

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Kim, D.S., Tam, N.N. & Yen, N.D. Solution existence and stability of quadratically constrained convex quadratic programs. Optim Lett 6, 363–373 (2012). https://doi.org/10.1007/s11590-011-0300-8

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  • DOI: https://doi.org/10.1007/s11590-011-0300-8

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