The exact solution of multiparametric quadratically constrained quadratic programming problems (Q2022221)
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scientific article; zbMATH DE number 7340736
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| English | The exact solution of multiparametric quadratically constrained quadratic programming problems |
scientific article; zbMATH DE number 7340736 |
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The exact solution of multiparametric quadratically constrained quadratic programming problems (English)
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28 April 2021
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The authors consider a multiparametric optimization problem with a convex quadratic objective function, quadratic inequality and linear equality constraints. This problem type is closely related to several uncertainty issues. Using the so-called Basic Sensitivity Theorem and by applying a corresponding active-index-set strategy, they determine the optimal solution in dependence on the values of the parameters. Finally, several illustrative examples are presented.
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quadratically constrained quadratic programming
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global optimization
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multiparametric programming
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flexibility analysis
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0.7979199886322021
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0.7829799652099609
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0.7826939225196838
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0.7825139760971069
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