Checking weak and strong optimality of the solution to interval convex quadratic program

• 作者: XIA Meng-xue LI Miao-miao ZHANG Ben LI Hao-hao
• 来源期刊: 高校应用数学学报B辑（英文版）
• 年，卷（期）: 2021,（2）
• 页码范围: 172-186
• 页数: 15页
• 语种: 英文
• DOI: 10.3969/j.issn.1005-1031.2021.02.002

摘要

In this paper,we investigate three canonical forms of interval convex quadratic pro-gramming problems.Necessary and sufficient conditions for checking weak and strong optimality of given vector corresponding to various forms of feasible region,are established respectively.By using the concept of feasible direction,these conditions are formulated in the form of linear systems with both equations and inequalities.In addition,we provide two specific examples to illustrate the efficiency of the conditions.