How can I prove the continuity of the optimal value function in convex quadratic programming?
Consider the following setting: g(y,V) = minw\in C(y-w)TV(y-w), C is a closed convex cone, V is positive definite and y is in Rn. Assume an appropriate norm for (y,V), would g(y,V) be continuous...
11 December 2014
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