Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs |
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| Authors: | HAN You-pan CHEN Zhi-ping ZHANG Feng |
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| Affiliation: | 1. School of Science, Xi'an Polytechnic University, Xi'an 710048, China
2. Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University,Xi'an 710049, China |
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| Abstract: | When all the involved data in indefinite quadratic programs change simultaneously,we show the locally Lipschtiz continuity of the KKT set of the quadratic programming problem firstly, then we establish the locally Lipschtiz continuity of the KKT solution set. Finally, the similar conclusion for the corresponding optimal value function is obtained. |
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| Keywords: | quadratic program Lipschitz continuity value function feasible solution KKT solution set |
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