Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4634352 | Applied Mathematics and Computation | 2008 | 13 Pages |
Abstract
In this paper, a robust algorithm is proposed for globally solving a nonconvex quadratic programming problem (P1) with several additional multiplicative constraints. To our knowledge, little progress has been made so far for globally solving problem (P1). The proposed algorithm is based on a robust solution approach that provides an essential εε-optimal solution. This solution is also stable under small perturbations of the constraints, and it turns out that such a robust optimal solution is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and three solved sample problems are given to illustrate the robust stability and feasibility of the present algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Peiping Shen, Yunpeng Duan, Yuan Ma,