Continuous Selection and Unique Polyhedral Representation of Solutions to Convex Parametric Quadratic Programs

J. Spjøtvold (), P. Tøndel and T. A. Johansen
Additional contact information
J. Spjøtvold: Norwegian University of Science and Technology
P. Tøndel: SINTEF ICT
T. A. Johansen: Norwegian University of Science and Technology

Journal of Optimization Theory and Applications, 2007, vol. 134, issue 2, No 2, 177-189

Abstract: Abstract 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.

Keywords: Parametric programming; Quadratic programming; Linear programming; Continuous solutions (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-007-9215-z

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