Article ID: | iaor2012661 |
Volume: | 6 |
Issue: | 2 |
Start Page Number: | 363 |
End Page Number: | 373 |
Publication Date: | Feb 2012 |
Journal: | Optimization Letters |
Authors: | Kim D, Tam N, Yen N |
Keywords: | programming: convex, programming: quadratic |
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.