One-parametric linear–quadratic optimization problems

One-parametric linear–quadratic optimization problems

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Article ID: iaor20021384
Country: Netherlands
Volume: 101
Issue: 1
Start Page Number: 221
End Page Number: 253
Publication Date: Jan 2001
Journal: Annals of Operations Research
Authors: , ,
Abstract:

We consider families of optimization problems with quadratic object function and affine linear constraints, which depend smoothly on one real parameter. For a generic subclass of such problems only three different types of (generalized) critical points occur, whereas in the general case (of nonlinear one-parameter families of constrained optimization problem on ℝn) five types are to be distinguished. We clarify the theoretical background of these phenomena and illustrate the underlying mechanism with simple examples.

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