AN ANALYTIC SOLUTION FOR SOME SEPARABLE CONVEX QUADRATIC PROGRAMMING PROBLEMS WITH EQUALITY AND INEQUALITY CONSTRAINTS

被引：9

作者：

Bayon, L. ^{[1
]}

Grau, J. M. ^{[2
]}

Ruiz, M. M. ^{[2
]}

Suarez, P. M. ^{[2
]}

机构：

[1] EUITI Dept Math, Gijon 33203, Spain

[2] Univ Oviedo, Oviedo, Spain

来源：

JOURNAL OF MATHEMATICAL INEQUALITIES | 2010年 / 4卷 / 03期

关键词：

Quadratic programming; bound and equality constraints; equivalent thermal unit; OPTIMIZATION; ALGORITHM;

D O I：

10.7153/jmi-04-42

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we provide a complete analytic solution to a particular separable convex quadratic programming problem with bound and equality constraints. This study constitutes the generalization of prior papers in which additional simplifications were considered. We present an algorithm that leads to determination of the analytic optimal solution. We demonstrate that our algorithm is able to deal with large-scale QP problems of this type. Finally, we present an very important application: the classical problem of economic dispatch.

引用

页码：453 / 465

页数：13

共 21 条

[1]

[Anonymous], 2004, APPL MATH RES EXP

[2]

Audet C, 2003, NONCONVEX OPTIM, V74, P25

[3] New developments on equivalent thermal in hydrothermal optimization:: an algorithm of approximation [J].