Global optimality condition for quadratic optimization problems under data uncertainty

被引：0
作者：
Moussa Barro
Ali Ouedraogo
Sado Traore
机构：
[1] University Nazi Boni,Department of Mathematics
[2] Institute of Sciences,Department of Mathematics
来源：
Positivity | 2021年 / 25卷
关键词：
Robust optimization; Non-convex quadratic programming; Data interval uncertainty; Optimality conditions; 90C26; 90C20;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：1027 / 1044
页数：17
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