DIRECTIONAL DIFFERENTIABILITY OF THE OPTIMAL VALUE IN QUADRATIC PROGRAMMING PROBLEMS UNDER LINEAR CONSTRAINTS ON HILBERT SPACES

Authors

  • Vu Van Dong Hanoi University of Industry
  • Pham Thi Thanh Huyen Hanoi University of Industry
  • Le Anh Thang

DOI:

https://doi.org/10.51453/2354-1431/2023/1016

Abstract

We investigate the first-order directional differentiability of the optimal value function in parametric quadratic programming problems under linear constraints in Hilbert spaces. We derive an explicit formula for computing the directional derivative of the optimal value function in cases where the quadratic part of the objective function is in Legendre form.

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References

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[10] Tam, N. N. (2001), Directional differentiability of the optimal value function in indefinite quadratic programming. Acta Math. Vietnam. 26(3) pp. 377–394.

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Published

2023-12-19

How to Cite

Vũ, V. Đồng, Pham Thi Thanh, H., & Le Anh, T. (2023). DIRECTIONAL DIFFERENTIABILITY OF THE OPTIMAL VALUE IN QUADRATIC PROGRAMMING PROBLEMS UNDER LINEAR CONSTRAINTS ON HILBERT SPACES. SCIENTIFIC JOURNAL OF TAN TRAO UNIVERSITY, 9(5). https://doi.org/10.51453/2354-1431/2023/1016

Issue

Vol. 9 No. 5 (2023): Scientific Education

Section

Natural Science and Technology

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