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

https://doi.org/10.1016/j.cam.2015.03.055Get rights and content
Under an Elsevier user license
open archive

Abstract

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.

MSC

15A06
65G40

Keywords

Quadratic programming
Interval systems
Optimal value range
Duality gap

Cited by (0)