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One-Parametric Linear-Quadratic Optimization Problems

Author

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  • P. Jonker
  • G. Still
  • F. Twilt

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 problems on R n ) five types are to be distinguished. We clarify the theoretical background of these phenomena and illustrate the underlying mechanism with simple examples. Copyright Kluwer Academic Publishers 2001

Suggested Citation

  • P. Jonker & G. Still & F. Twilt, 2001. "One-Parametric Linear-Quadratic Optimization Problems," Annals of Operations Research, Springer, vol. 101(1), pages 221-253, January.
    • Handle: RePEc:spr:annopr:v:101:y:2001:i:1:p:221-253:10.1023/a:1010980727655
    DOI: 10.1023/A:1010980727655
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    Cited by:

    1. Efstratios Pistikopoulos & Luis Dominguez & Christos Panos & Konstantinos Kouramas & Altannar Chinchuluun, 2012. "Theoretical and algorithmic advances in multi-parametric programming and control," Computational Management Science, Springer, vol. 9(2), pages 183-203, May.

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