Stability of the Solution of Definite Quadratic Programs,
Abstract
The paper studies how the solution of the problem of minimizing Q(x) = 1/2(x sup T)Kx - (k sup T)x subject to Gx < or = g and Dx = d behaves when K, k, G, g, D, and d are perturbed, say by terms of size epsilon, assuming that K is positive definite. It is shown that in general the solution moves by roughly epsilon if G, g, D, and d are not perturbed; when G, g D, and d are in fact perturbed, much stronger hypotheses allow one to show that the solution moves by roughly epsilon. Many of these results can be extended to more general, nonquadratic, functionals. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1972
- Accession Number
- AD0749105
Entities
People
- James W. Daniel
Organizations
- University of Texas at Austin