Some properties of the lower bound of optimal values in interval convex quadratic programming

One of the fundamental problems in interval quadratic programming is to compute the range of optimal values. In this paper, we derive some results on the lower bound of interval convex quadratic programming. We first develop complementary slackness conditions of a quadratic program and its Dorn dual...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Optimization letters 2017-10, Vol.11 (7), p.1443-1458
Hauptverfasser: Li, Wei, Jin, Jianghong, Xia, Mengxue, Li, Haohao, Luo, Qi
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:One of the fundamental problems in interval quadratic programming is to compute the range of optimal values. In this paper, we derive some results on the lower bound of interval convex quadratic programming. We first develop complementary slackness conditions of a quadratic program and its Dorn dual. Then, some interesting and useful characteristics of the lower bound of interval quadratic programming are established based on these conditions. Finally, illustrative examples and remarks are given to get an insight into the problem discussed.
ISSN:1862-4472
1862-4480
DOI:10.1007/s11590-016-1097-2