Some results on the upper bound of optimal values in interval convex quadratic programming
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Publication:268294
DOI10.1016/J.CAM.2016.01.044zbMATH Open1334.65104OpenAlexW2287995609MaRDI QIDQ268294FDOQ268294
Authors: Wei Li, Haohao Li, Mengxue Xia 
Publication date: 14 April 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.01.044
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Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) General methods in interval analysis (65G40)
Cites Work
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- On interval-valued bilevel optimization problems using upper convexificators
- Checking weak and strong optimality of the solution to interval convex quadratic program
- Optimal value bounds in interval fractional linear programming and revenue efficiency measuring
- Checking weak and strong optimality of the solution to interval convex quadratic programming in a general form
- Bifurcations and dynamics of a plant disease system under non-smooth control strategy
- On the novel Ulam-Hyers stability for a class of nonlinear \(\psi\)-Hilfer fractional differential equation with time-varying delays
- New method for computing the upper bound of optimal value in interval quadratic program
- A numerical solution method to interval quadratic programming
- Some properties of the lower bound of optimal values in interval convex quadratic programming
- Boundary value problems for impulsive Bagley-Torvik models involving the Riemann-Liouville fractional derivatives
- Strong solvability of restricted interval systems and its applications in quadratic and geometric programming
- Application of stochastic programming technique to solve interval quadratic programming problem
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