Abstract
We present a new method for computing bounds on parametric solutions of convex problems. The approach is based on a uniform quadratic underestimation of the objective function and a simple technique for the calculation of bounds on the optimal value function.
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Research supported by Grant ECS-8619859, National Science Foundation and Contract N00017-86-K-0052, Office of Naval Research.
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Fiacco, A.V., Kyparisis, J. Computable bounds on parametric solutions of convex problems. Mathematical Programming 40, 213–221 (1988). https://doi.org/10.1007/BF01580732
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DOI: https://doi.org/10.1007/BF01580732