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Acta Mathematica Vietnamica

ON CONTINUITY PROPERTIES OF THE SOLUTION MAP IN QUADRATIC PROGRAMMING

icon-email NGUYEN NANG TAM

Abstract

We study in detail the lower semicontinuity and the upper semicontinuity properties of the set-valued map (D,A,c,b)sol(D,A,c,b), where sol(D,A,c,b) denotes the solution set of the quadratic programming problem
Minimize f(x):=cTx+12xTDx subject to Axb, x0.
In particular, a complete characterization for the lower semicontinuity of the map sol() is obtained.