Solution existence and stability of quadratically constrained convex quadratic programs

Solution existence and stability of quadratically constrained convex quadratic programs

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Article ID: iaor2012661
Volume: 6
Issue: 2
Start Page Number: 363
End Page Number: 373
Publication Date: Feb 2012
Journal: Optimization Letters
Authors: , ,
Keywords: programming: convex, programming: quadratic
Abstract:

We propose verifiable necessary and sufficient conditions for the solution existence of a convex quadratic program whose constraint set is defined by finitely many convex linear‐quadratic inequalities. A related stability analysis of the problem is also considered.

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