On Continuity Properties of the Solution Map in Quadratic Programming

Nguyen Nang Tam

Abstract

     We study in detail the lower semicontinuity and the upper semicontinuity properties of the set-valued map (D,A,c,b) |-----> sol (D,A,c,b), where sol (D,A,c,b) denotes the solution set of the quadratic programming problem 

Minimize
{f(x):=cTx+\frac{1}{2}xTDx} subject to
{Ax > b,  x > 0}.}

In particular, a complete characterization for the lower semicontinuity of the map sol (...) is obtained.