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A unified approach to one-parametric general quadratic programming

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Abstract

A method is proposed for finding local minima to the parametric general quadratic programming problem where all the coefficients are linear or polynomial functions of a scalar parameter. The local minimum vector and the local minimum value are determined explicitly as rational functions of the parameter. A numerical example is given.

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Väliaho, H. A unified approach to one-parametric general quadratic programming. Mathematical Programming 33, 318–338 (1985). https://doi.org/10.1007/BF01584380

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