Maximizing Strictly Convex Quadratic Functions with Bounded Perturbations

Maximizing Strictly Convex Quadratic Functions with Bounded Perturbations

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Article ID: iaor20112655
Volume: 149
Issue: 1
Start Page Number: 1
End Page Number: 25
Publication Date: Apr 2011
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: programming: quadratic, programming: convex
Abstract:

The problem of maximizing f ˜ = f + p equ1 over some convex subset D of the n‐dimensional Euclidean space is investigated, where f is a strictly convex quadratic function and p is assumed to be bounded by some s∈[0,+∞[. The location of global maximal solutions of f ˜ equ2 on D is derived from the roughly generalized convexity of f ˜ equ3 . The distance between global (or local) maximal solutions of f ˜ equ4 on D and global (or local, respectively) maximal solutions of f on D is estimated. As consequence, the set of global (or local) maximal solutions of f ˜ equ5 on D is upper (or lower, respectively) semicontinuous when the upper bound s tends to zero.

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