Continuous selection and unique polyhedral representation of solutions to convex parametric quadratic programs

A method for obtaining continuous solutions to convex quadratic and linear programs with parameters in the linear part of the objective function and right-hand side of the constraints is presented. For parameter values for which the problem has nonunique solutions, the optimizer with the least Eucli...

Full description

Saved in:
Bibliographic Details
Published in:Journal of optimization theory and applications 2007-08, Vol.134 (2), p.177-189
Main Authors: SPJØTVOLD, J, TØNDEL, P, JOHANSEN, T. A
Format: Article
Language:English
Subjects:
Algorithms
Applied sciences
Exact sciences and technology
Linear programming
Mathematical programming
Norms
Operational research and scientific management
Operational research. Management science
Optimization
Polyhedra
Representations
Studies
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:A method for obtaining continuous solutions to convex quadratic and linear programs with parameters in the linear part of the objective function and right-hand side of the constraints is presented. For parameter values for which the problem has nonunique solutions, the optimizer with the least Euclidean norm is selected. The normal cone optimality condition is utilized to obtain a unique polyhedral representation of the piecewise affine minimizer function.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-007-9215-z