An improving procedure of the numerical solution method for interval quadratic programming
Recently,some interesting numerical methods for interval quadratic programming problem have been developed in 11 and 12. However, the solution procedures in 11 and 12 require some additional variables, and hence the size of the original problem is greatly enlarged. This paper propose a practical modification of the numerical solution methods proposed in 11 and 12. The new method working space is the space of the original variables. No additional variables are required. This modification leads to a considerable reduction of the computation cost Illustrative numerical examples are also presented.
quadratic programming interval number numerical method
Wei Li
School of Science,Hangzhou Dianzi University, Hangzhou,310018, P.R.China
国际会议
长沙
英文
165-168
2009-10-10（万方平台首次上网日期，不代表论文的发表时间）