New method for computing the upper bound of optimal value in interval quadratic program

作者：Li, Wei; Xia, Mengxue; Li, Haohao^*

来源：Journal of Computational and Applied Mathematics, 2015, 288: 70-80.

DOI：10.1016/j.cam.2015.03.055

• Quadratic programming
• Interval systems
• Optimal value range
• Duality gap

We consider the interval quadratic programming problems. The aim of this paper is to present a new method to compute the upper bound of the optimal values, under weaker conditions. Moreover, we discuss the relations between the new method and previous results. The features of the proposed methods are illustrated by some examples.

• 出版日期2015-11
• 单位浙江财经大学; 杭州电子科技大学