Numerical solution method for general interval quadratic programming

DOI10.1016/J.AMC.2008.02.039zbMath1151.65054OpenAlexW1978478643MaRDI QIDQ942381

Wei Li, Xiao Li Tian

Publication date: 5 September 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2008.02.039

zbMATH Keywords

quadratic programmingnumerical examplesinterval arithmeticinterval number

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Interval and finite arithmetic (65G30)

Related Items (30)

Some results on the upper bound of optimal values in interval convex quadratic programming ⋮ Some properties of the lower bound of optimal values in interval convex quadratic programming ⋮ Generalized solutions to interval linear programmes and related necessary and sufficient optimality conditions ⋮ Application of stochastic programming technique to solve interval quadratic programming problem ⋮ Gradient-based descent linesearch to solve interval-valued optimization problems under gH-differentiability with application to finance ⋮ Efficient solution of interval optimization problem ⋮ Interval quadratic programming for day-ahead dispatch of uncertain predicted demand ⋮ Newton's method for interval-valued multiobjective optimization problem ⋮ Strong optimal solutions of interval linear programming ⋮ Necessary and sufficient conditions of some strong optimal solutions to the interval linear programming ⋮ Solving interval quadratic programming problems by using the numerical method and swarm algorithms ⋮ An evolutionary algorithm using duality-base-enumerating scheme for interval linear bilevel programming problems ⋮ A fuzzy logic based approach to solve interval multiobjective nonlinear transportation problem ⋮ Duality and saddle-point type optimality for interval-valued programming ⋮ Checking weak optimality of the solution to linear programming with interval right-hand side ⋮ Necessary and sufficient conditions for unified optimality of interval linear program in the general form ⋮ Extension of Wolfe method for solving quadratic programming with interval coefficients ⋮ Checking weak and strong optimality of the solution to interval convex quadratic program ⋮ Newton method to obtain efficient solutions of the optimization problems with interval-valued objective functions ⋮ A Newton method for capturing efficient solutions of interval optimization problems ⋮ Solution of quadratic programming with interval variables using a two-level programming approach ⋮ Polymorphic uncertain nonlinear programming approach for maximizing the capacity of V-belt driving ⋮ Solving nonlinear interval optimization problem using stochastic programming technique ⋮ A quasi-Newton method with rank-two update to solve interval optimization problems ⋮ Checking strong optimality of interval linear programming with inequality constraints and nonnegative constraints ⋮ Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems ⋮ Unnamed Item ⋮ An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization ⋮ EA solutions and EA solvability to general interval linear systems ⋮ New method for computing the upper bound of optimal value in interval quadratic program

Cites Work

• Unnamed Item
• A multicriteria fuzzy linear programming method for water supply system development planning
• A general model for fuzzy linear programming
• Optimal decisions under uncertainty
• Log-barrier method for two-stage quadratic stochastic programming
• A numerical solution method to interval quadratic programming
• Linear programming with variable matrix entries
• Necessary and sufficient conditions for stability of symmetric interval matrices
• A necessary and sufficient condition for the stability of interval matrices
• Introduction to Stochastic Programming
• An algorithm for checking stability of symmetric interval matrices
• Interpretation of inequality constraints involving interval coefficients and a solution to interval linear programming.

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