Berkelaar, A.B.; Jansen, B.; Roos, K.; Terlaky, T. - Erasmus University Rotterdam, Econometric Institute - 1996
In this paper we deal with sensitivity analysis in convex quadratic programming, without making assumptions on nondegeneracy, strict convexity of the objective function, and the existence of a strictly complementary solution. We show that the optimal value as a function of a right--hand side...