Support set expansion sensitivity analysis in convex quadratic optimization

Authors:
Kamal Mirnia;Alireza Ghaffari Hadigheh
Affiliations:
Department of Mathematical Science, Tabriz University, Tabriz, Iran;Department of Mathematics, Faculty of Basic Science, Azarbaijan Tarbiat Moallem University, Tabriz, Iran
Venue:
Optimization Methods & Software
Year:
2007

Citing 2
Cited 1

A new polynomial-time algorithm for linear programming

Combinatorica
A Strongly Polynomial Rounding Procedure Yielding a Maximally Complementary Solution for $P_*(\kappa)$ Linear Complementarity Problems

SIAM Journal on Optimization

Minimizing Convex Functions with Bounded Perturbations

SIAM Journal on Optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

In support set expansion sensitivity analysis, one concerns to find the range of parameter variation where the perturbed problem has an optimal solution with the support set that includes the support set of the given optimal solution of the unperturbed problem. In this article, we consider the perturbed convex quadratic optimization problem and present a method to identify the support set expansion sets for this problem.