IDEAS home Printed from https://ideas.repec.org/a/spr/mathme/v72y2010i2p327-345.html
   My bibliography  Save this article

Global infimum of strictly convex quadratic functions with bounded perturbations

Author

Listed:
  • Hoang Phu
  • Vo Pho

Abstract

The problem of minimizing $${\tilde f=f+p}$$ over some convex subset of a Euclidean space is investigated, where f(x) = x T Ax + b T x is strictly convex and |p| is only assumed to be bounded by some positive number s. It is shown that the function $${\tilde f}$$ is strictly outer γ-convex for any γ > γ*, where γ* is determined by s and the smallest eigenvalue of A. As consequence, a γ*-local minimal solution of $${\tilde f}$$ is its global minimal solution and the diameter of the set of global minimal solutions of $${\tilde f}$$ is less than or equal to γ*. Especially, the distance between the global minimal solution of f and any global minimal solution of $${\tilde f}$$ is less than or equal to γ*/2. This property is used to prove a roughly generalized support property of $${\tilde f}$$ and some generalized optimality conditions. Copyright Springer-Verlag 2010

Suggested Citation

  • Hoang Phu & Vo Pho, 2010. "Global infimum of strictly convex quadratic functions with bounded perturbations," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(2), pages 327-345, October.
  • Handle: RePEc:spr:mathme:v:72:y:2010:i:2:p:327-345
    DOI: 10.1007/s00186-010-0324-3
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00186-010-0324-3
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s00186-010-0324-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. ,, 2001. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1157-1160, December.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. H.X. Phu, 2003. "Strictly and Roughly Convexlike Functions," Journal of Optimization Theory and Applications, Springer, vol. 117(1), pages 139-156, April.
    4. B. Jansen & C. Roos & T. Terlaky, 1996. "Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 50(1), pages 146-170, March.
    5. G. M. Lee & N. N. Tam & N. D. Yen, 2006. "Continuity of the Solution Map in Quadratic Programs under Linear Perturbations," Journal of Optimization Theory and Applications, Springer, vol. 129(3), pages 415-423, June.
    6. D. Klatte, 1997. "Lower Semicontinuity of the Minimum in Parametric Convex Programs," Journal of Optimization Theory and Applications, Springer, vol. 94(2), pages 511-517, August.
    7. ,, 2000. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 16(2), pages 287-299, April.
    8. ,, 2001. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 17(5), pages 1025-1031, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. H. X. Phu & V. M. Pho & P. T. An, 2011. "Maximizing Strictly Convex Quadratic Functions with Bounded Perturbations," Journal of Optimization Theory and Applications, Springer, vol. 149(1), pages 1-25, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. H. X. Phu & V. M. Pho & P. T. An, 2011. "Maximizing Strictly Convex Quadratic Functions with Bounded Perturbations," Journal of Optimization Theory and Applications, Springer, vol. 149(1), pages 1-25, April.
    2. Hoang Ngoc Tuan, 2015. "Boundedness of a Type of Iterative Sequences in Two-Dimensional Quadratic Programming," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 234-245, January.
    3. Mikhail A. Sokolovskiy & Xavier J. Carton & Boris N. Filyushkin, 2020. "Mathematical Modeling of Vortex Interaction Using a Three-Layer Quasigeostrophic Model. Part 1: Point-Vortex Approach," Mathematics, MDPI, vol. 8(8), pages 1-13, July.
    4. M. Fenucci, 2022. "Local minimality properties of circular motions in $$1/r^\alpha $$ 1 / r α potentials and of the figure-eight solution of the 3-body problem," Partial Differential Equations and Applications, Springer, vol. 3(1), pages 1-17, February.
    5. Schlottmann, Frank & Seese, Detlef, 2004. "A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 373-399, September.
    6. Qiusheng Qiu & Xinmin Yang, 2010. "Some properties of approximate solutions for vector optimization problem with set-valued functions," Journal of Global Optimization, Springer, vol. 47(1), pages 1-12, May.
    7. Bataa, Erdenebat, 2012. "Macroeconomic risks of Mongolia and ways to mitigate them," MPRA Paper 72386, University Library of Munich, Germany, revised 25 Jun 2013.
    8. Ravi P. Agarwal & Soha Mohammad Alhumayan & Mohamed Jleli & Bessem Samet, 2021. "Nonexistence of Global Solutions to Higher-Order Time-Fractional Evolution Inequalities with Subcritical Degeneracy," Mathematics, MDPI, vol. 9(21), pages 1-10, October.
    9. Ehsan Pourhadi & Reza Saadati & Sotiris K. Ntouyas, 2019. "Application of Fixed-Point Theory for a Nonlinear Fractional Three-Point Boundary-Value Problem," Mathematics, MDPI, vol. 7(6), pages 1-11, June.
    10. David Cerezo S'anchez, 2021. "JUBILEE: Secure Debt Relief and Forgiveness," Papers 2109.07267, arXiv.org.
    11. Silvia Gravili & Pierfelice Rosato, 2017. "Italy¡¯s Image as a Tourism Destination in the Chinese Leisure Traveler Market," International Journal of Marketing Studies, Canadian Center of Science and Education, vol. 9(5), pages 28-55, October.
    12. Al-Mdallal, Qasem M. & Syam, Muhammad I., 2007. "Sine–Cosine method for finding the soliton solutions of the generalized fifth-order nonlinear equation," Chaos, Solitons & Fractals, Elsevier, vol. 33(5), pages 1610-1617.
    13. Roy Cerqueti, 2012. "Financing policies via stochastic control: a dynamic programming approach," Journal of Global Optimization, Springer, vol. 53(3), pages 539-561, July.
    14. Attili, Basem S. & Syam, Muhammed I., 2008. "Efficient shooting method for solving two point boundary value problems," Chaos, Solitons & Fractals, Elsevier, vol. 35(5), pages 895-903.
    15. Dolf Talman & Zaifu Yang, 2012. "On a Parameterized System of Nonlinear Equations with Economic Applications," Journal of Optimization Theory and Applications, Springer, vol. 154(2), pages 644-671, August.
    16. Subramanian, S.V. & Subramanyam, Malavika A. & Selvaraj, Sakthivel & Kawachi, Ichiro, 2009. "Are self-reports of health and morbidities in developing countries misleading? Evidence from India," Social Science & Medicine, Elsevier, vol. 68(2), pages 260-265, January.
    17. World Bank, 2002. "Costa Rica : Social Spending and the Poor, Volume 1. Summary of Issues and Recommendations with Executive Summary," World Bank Publications - Reports 15330, The World Bank Group.
    18. Emin Karagözoğlu, 2014. "A noncooperative approach to bankruptcy problems with an endogenous estate," Annals of Operations Research, Springer, vol. 217(1), pages 299-318, June.
    19. Hernández-Hernández, M.E. & Kolokoltsov, V.N. & Toniazzi, L., 2017. "Generalised fractional evolution equations of Caputo type," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 184-196.
    20. Simon Levin & Anastasios Xepapadeas, 2021. "On the Coevolution of Economic and Ecological Systems," Annual Review of Resource Economics, Annual Reviews, vol. 13(1), pages 355-377, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:mathme:v:72:y:2010:i:2:p:327-345. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.