Some properties of the lower bound of optimal values in interval convex quadratic programming

被引：5
作者：
Li, Wei [1 ]
Jin, Jianghong [1 ]
Xia, Mengxue [1 ]
Li, Haohao [2 ]
Luo, Qi [3 ]
机构：
[1] Hangzhou Dianzi Univ, Inst Operat Res & Cybernet, Hangzhou 310018, Zhejiang, Peoples R China
[2] Zhejiang Univ Finance & Econ, Sch Data Sci, Hangzhou 310018, Zhejiang, Peoples R China
[3] Nanjing Univ Informat Sci & Technol, Sch Informat & Control, Nanjing 210044, Jiangsu, Peoples R China
来源：
OPTIMIZATION LETTERS | 2017年 / 11卷 / 07期
关键词：
Interval quadratic programming; Optimal value range; Lower bound; NUMERICAL-SOLUTION METHOD; STRONG SOLVABILITY; COEFFICIENTS; SYSTEMS;
D O I：
10.1007/s11590-016-1097-2
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
One of the fundamental problems in interval quadratic programming is to compute the range of optimal values. In this paper, we derive some results on the lower bound of interval convex quadratic programming. We first develop complementary slackness conditions of a quadratic program and its Dorn dual. Then, some interesting and useful characteristics of the lower bound of interval quadratic programming are established based on these conditions. Finally, illustrative examples and remarks are given to get an insight into the problem discussed.
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页码：1443 / 1458
页数：16
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