| Affiliation: | (1) Department of Applied Mathematics, Pukyong National University, Pusan, Korea;(2) Department of Mathematics, Hanoi Pedagogical Institute No. 2, Xuan Hoa, Me Linh, Vinh Phuc, Vietnam;(3) Institute of Mathematics, 18 Hoang Quoc Viet Road, 10307 Hanoi, Vietnam |
| Abstract: | The optimal value function of the quadratic program , where is a given symmetric matrix, a given matrix, and are the linear perturbations, is considered. It is proved that is directionally differentiable at any point in its effective domain . Formulae for computing the directional derivative of at in a direction are obtained. We also present an example showing that, in general, is not piecewise linear-quadratic on W. The preceding (unpublished) example of Klatte is also discussed. |
