On the Optimal Value Function of a Linearly Perturbed Quadratic Program.

G. M. Lee Nguyen Nang Tam Nguyen Dong Yen

Published in: J. Glob. Optim. (2005)

Keyphrases

quadratic program
dynamic programming
worst case
objective function
optimal solution
probability distribution
supervised learning
linear program
convex optimization
mixed integer
linear constraints