Global optimality condition for quadratic optimization problems under data uncertainty

被引：2
|
作者：
Barro, Moussa [1 ]
Ouedraogo, Ali [2 ]
Traore, Sado [1 ]
机构：
[1] Univ Nazi Boni, Dept Math, Bobo Dioulasso, Burkina Faso
[2] Inst Sci, Dept Math, Ouagadougou, Burkina Faso
来源：
POSITIVITY | 2021年 / 25卷 / 03期
关键词：
Robust optimization; Non-convex quadratic programming; Data interval uncertainty; Optimality conditions; ROBUST OPTIMIZATION; MINIMIZATION;
D O I：
10.1007/s11117-020-00799-x
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we establish a robust version of the S-lemma that we use to characterize robust solutions for classes of homogeneous and non-homogeneous quadratic problems with a quadratic inequality constraint under interval uncertainty and a linear equality constraint. Necessary and sufficient conditions of global optimality of robust solution of these problems are given.
引用
收藏
页码：1027 / 1044
页数：18
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