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