Interval convex quadratic programming problems in a general form

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365246" target="_blank" >RIV/00216208:11320/17:10365246 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/s10100-016-0445-8" target="_blank" >http://dx.doi.org/10.1007/s10100-016-0445-8</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s10100-016-0445-8" target="_blank" >10.1007/s10100-016-0445-8</a>

Result language

angličtina

Original language name

Interval convex quadratic programming problems in a general form

Original language description

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.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

50201 - Economic Theory

Project

<a href="/en/project/GA13-10660S" target="_blank" >GA13-10660S: Interval methods for optimization problems</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Central European Journal of Operations Research

ISSN

1435-246X

e-ISSN

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Volume of the periodical

25

Issue of the periodical within the volume

3

Country of publishing house

DE - GERMANY

Number of pages

13

Pages from-to

725-737

UT code for WoS article

000407369000012

EID of the result in the Scopus database

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