New method for computing the upper bound of optimal value in interval quadratic program

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:288

Article

Li, Wei¹  Xia, Mengxue¹  Li, Haohao² 

[1] Hangzhou Dianzi Univ, Inst Operat Res & Cybernet, Hangzhou 310018, Zhejiang, Peoples R China

[2] Zhejiang Univ Finance & Econ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China

关键词: Quadratic programming;    Interval systems;    Optimal value range;    Duality gap;   

DOI  :  10.1016/j.cam.2015.03.055

来源: Elsevier

【 摘 要 】

We consider the interval quadratic programming problems. The aim of this paper is to present a new method to compute the upper bound of the optimal values, under weaker conditions. Moreover, we discuss the relations between the new method and previous results. The features of the proposed methods are illustrated by some examples. (C) 2015 Elsevier B.V. All rights reserved.

【 授权许可】

Free