Sensitivity analysis in multi-parametric strictly convex quadratic optimization

Abstract

In this paper, we study multi-parametric sensitivity analysis forsupport set and optimal partition invariancy with simultaneousperturbations in the right-hand-side of constraints and the LinearTerm of the objective function of the quadratic programming. Weshow that the invariancy regions are convex polyhedral sets and wedescribe the set of admissible parameters by the basis vectors ofthe lineality space and the extreme directions of the defined coneover appropriate problems, and compare them with the linear optimization case.