TY - GEN A1 - Emich, Konstantin A1 - Henrion, René A1 - Römisch, Werner T1 - Conditioning of linear-quadratic two-stage stochastic optimization problems N2 - In this paper a condition number for linear-quadratic two-stage stochastic optimization problems is introduced as the Lipschitz modulus of the multifunction assigning to a (discrete) probability distribution the solution set of the problem. Being the outer norm of the Mordukhovich coderivative of this multifunction, the condition number can be estimated from above explicitly in terms of the problem data by applying appropriate calculus rules. Here, a chain rule for the extended partial second-order subdifferential recently proved by Mordukhovich and Rockafellar plays a crucial role. The obtained results are illustrated for the example of two-stage stochastic optimization problems with simple recourse. KW - Stochastic optimization KW - two-stage linear-quadratic problems KW - conditioning KW - coderivative calculus KW - simple recourse Y1 - 2013 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/1213 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-12138 ER -