Support set expansion sensitivity analysis in convex quadratic optimization

Published in Optimization Methods and Software, 2007

Abstract

In support set expansion sensitivity analysis, one concerns to find the range of parameter variation where the perturbed problem has an optimal solution with the support set that includes the support set of the given optimal solution of the unperturbed problem. In this article, we consider the perturbed convex quadratic optimization problem and present a method to identify the support set expansion sets for this problem.