Name
Abstract | ||
|---|---|---|
This paper addresses the problem of computing the minimal and the maximal optimal value of a convex quadratic programming (CQP) problem when the coefficients are subject to perturbations in given intervals. Contrary to the previous results concerning on some special forms of CQP only, we present a unified method to deal with interval CQP problems. The problem can be formulated by using equation, inequalities or both, and by using sign-restricted variables or sign-unrestricted variables or both. We propose simple formulas for calculating the minimal and maximal optimal values. Due to NP-hardness of the problem, the formulas are exponential with respect to some characteristics. On the other hand, there are large sub-classes of problems that are polynomially solvable. For the general intractable case we propose an approximation algorithm. We illustrate our approach by a geometric problem of determining the distance of uncertain polytopes. Eventually, we extend our results to quadratically constrained CQP, and state some open problems. |
Year | DOI | Venue |
|---|---|---|
2017 | https://doi.org/10.1007/s10100-016-0445-8 | CEJOR |
Keywords | Field | DocType |
Convex quadratic programming,Interval analysis,Uncertainty modeling,90C20,90C31,90C70 | Approximation algorithm,Quadratic growth,Mathematical optimization,Exponential function,Convex quadratic programming,Polytope,Quadratic programming,Interval arithmetic,Perturbation (astronomy),Mathematics | Journal |
Volume | Issue | ISSN |
25 | 3 | 1435-246X |
Citations | PageRank | References |
1 | 0.35 | 9 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Milan Hladík | 1 | 268 | 36.33 |