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On the stability of solutions to quadratic programming problems
Authors:HX Phu  ND Yen
Institution:(1) Institute of Mathematics, P.O. Box 631 Bo Ho, Hanoi, Vietnam, VN
Abstract:We consider the parametric programming problem (Q p ) of minimizing the quadratic function f(x,p):=x T Ax+b T x subject to the constraint Cxd, where x∈ℝ n , A∈ℝ n×n , b∈ℝ n , C∈ℝ m×n , d∈ℝ m , and p:=(A,b,C,d) is the parameter. Here, the matrix A is not assumed to be positive semidefinite. The set of the global minimizers and the set of the local minimizers to (Q p ) are denoted by M(p) and M loc (p), respectively. It is proved that if the point-to-set mapping M loc (·) is lower semicontinuous at p then M loc (p) is a nonempty set which consists of at most ? m,n points, where ? m,n = is the maximal cardinality of the antichains of distinct subsets of {1,2,...,m} which have at most n elements. It is proved also that the lower semicontinuity of M(·) at p implies that M(p) is a singleton. Under some regularity assumption, these necessary conditions become the sufficient ones. Received: November 5, 1997 / Accepted: September 12, 2000?Published online November 17, 2000
Keywords:: quadratic programming –  local minimizer set –  global minimizer set –  lower semicontinuity
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