Strong solvability of restricted interval systems and its applications in quadratic and geometric programming

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F24%3A10488661" target="_blank" >RIV/00216208:11320/24:10488661 - isvavai.cz</a>

Výsledek na webu

<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=4D7_FtGakZ" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=4D7_FtGakZ</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.laa.2022.12.024" target="_blank" >10.1016/j.laa.2022.12.024</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Strong solvability of restricted interval systems and its applications in quadratic and geometric programming

Popis výsledku v původním jazyce

We consider interval systems of linear equations and inequalities with a restriction to some a priori given set. We focus on a characterization of strong solvability, that is, solvability for each realization of interval values, and we compare this with an existence of a strong solution defined analogously. The motivation comes from the area of interval -valued optimization problems, where strong solvability means guaranteed feasibility of any realization of the problem. Strong solvability with strict inequalities implies the robust Slater condition, which ensures that standard optimality conditions can be used. We apply the issues particularly in two optimization classes, convex quadratic programming with quadratic constraints and posynomial geometric programming. For the former, we also utilize the presented result to improve a characterization of the worst case optimal value. Eventually, we state several open problems that emerged while deriving the results. (c) 2023 Elsevier Inc. All rights reserved.

Název v anglickém jazyce

Strong solvability of restricted interval systems and its applications in quadratic and geometric programming

Popis výsledku anglicky

We consider interval systems of linear equations and inequalities with a restriction to some a priori given set. We focus on a characterization of strong solvability, that is, solvability for each realization of interval values, and we compare this with an existence of a strong solution defined analogously. The motivation comes from the area of interval -valued optimization problems, where strong solvability means guaranteed feasibility of any realization of the problem. Strong solvability with strict inequalities implies the robust Slater condition, which ensures that standard optimality conditions can be used. We apply the issues particularly in two optimization classes, convex quadratic programming with quadratic constraints and posynomial geometric programming. For the former, we also utilize the presented result to improve a characterization of the worst case optimal value. Eventually, we state several open problems that emerged while deriving the results. (c) 2023 Elsevier Inc. All rights reserved.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50201 - Economic Theory

Projekt

<a href="/cs/project/GA22-11117S" target="_blank" >GA22-11117S: Globální analýza citlivosti a stabilita v optimalizačních úlohách</a><br>

Návaznosti

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

Rok uplatnění

2024

Kód důvěrnosti údajů

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

Název periodika

Linear Algebra and Its Applications

ISSN

0024-3795

e-ISSN

1873-1856

Svazek periodika

693

Číslo periodika v rámci svazku

Neuveden

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

18

Strana od-do

4-21

Kód UT WoS článku

001239610100001

EID výsledku v databázi Scopus

2-s2.0-85146466697