Context. The compact radio and near-infrared (NIR) source Sagittarius A* (Sgr A*) associated with the supermassive black hole in the Galactic center was observed at 7 mm in the context of a NIR triggered global Very Long Baseline Array (VLBA) campaign. Aims. Sgr A* shows variable flux densities ranging from radio through X-rays. These variations sometimes appear in spontaneous outbursts that are referred to as flares. Multi-frequency observations of Sgr A* provide access to easily observable parameters that can test the currently accepted models that try to explain these intensity outbursts. Methods. On May 16-18, 2012 Sgr A* has been observed with the VLBA at 7 mm (43 GHz) for 6 hours each day during a global multi-wavelength campaign. These observations were triggered by a NIR flare observed at the Very Large Telescope (VLT). Accurate flux densities and source morphologies were acquired. Results. The total 7 mm flux of Sgr A* shows only minor variations during its quiescent states on a daily basis of 0.06 Jy. An observed NIR flare on May 17 was followed 4.5 hours later by an increase in flux density of 0.22 Jy at 43 GHz. This agrees well with the expected time delay of events that are casually connected by adiabatic expansion. Shortly before the peak of the radio flare, Sgr A* developed a secondary radio off-core feature at 1.5 mas toward the southeast. Even though the closure phases are too noisy to place actual constraints on this feature, a component at this scale together with a time delay of 4.5 +- 0.5 hours between the NIR and radio flare provide evidence for an adiabatically expanding jet feature.