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Continuity of the optimal value function in indefinite quadratic programming

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Abstract

This paper characterizes the continuity property of the optimal value function in a general parametric quadratic programming problem with linear constraints. The lower semicontinuity and upper semicontinuity properties of the optimal value function are studied as well.

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Tam, N.N. Continuity of the optimal value function in indefinite quadratic programming. Journal of Global Optimization 23, 43–61 (2002). https://doi.org/10.1023/A:1014011906646

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