Paper Info
Title
A New Algorithm for Quadratic Programming with Interval-Valued Bound Constraints
Abstract
In this paper, we study the interval-valued convex quadratic programming with bound constraints. The membership functions of bound constraints are defined, and through solving two general quadratic programming, we define the membership function of objective function. Based on this, the problem is converted into a multi-objective programming by exploiting these membership functions. Finally, the multi-objective programming is converted into a semi-definite programming (SDP) using Schur complement theorem, which can be solved efficiently by using the existed software for SDP.
Year
DOI
Venue
2008
10.1109/ICNC.2008.132
ICNC
Keywords
Field
DocType
interval-valued convex quadratic programming,multi-objective programming,semi-definite programming,quadratic programming,interval-valued bound constraints,semi definite programming,interval-valued bound constraint,bound constraint,objective function,membership function,multi objective programming,complement theorem,new algorithm,general quadratic programming,bound constraints,matrix decomposition,schur complement,approximation algorithms,quadratic program,programming
Second-order cone programming,Mathematical optimization,Quadratically constrained quadratic program,Active set method,Constraint programming,Nonlinear programming,Quadratic programming,Sequential quadratic programming,Fractional programming,Mathematics
Conference
Volume
ISBN
Citations 
6
978-0-7695-3304-9
0
PageRank 
References 
Authors
0.34
8
4
Name
Order
Citations
PageRank
Liang Fang143.22
Li Sun200.68
Guoping He39113.59
Fangying Zheng4151.54