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...
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Veröffentlicht in: | Optimization letters 2017-10, Vol.11 (7), p.1443-1458 |
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Hauptverfasser: | , , , , |
Format: | Artikel |
Sprache: | eng |
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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. |
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ISSN: | 1862-4472 1862-4480 |
DOI: | 10.1007/s11590-016-1097-2 |