Bi-parametric convex quadratic optimization

被引：10

作者：

Ghaffari-Hadigheh, Alireza ^{[2
]}

Romanko, Oleksandr ^{[3
]}

Terlaky, Tamas ^{[1
]}

机构：

[1] Lehigh Univ, Dept Ind & Syst Engn, Bethlehem, PA 18015 USA

[2] Azerbaijan Univ Tarbiat Moallem, Dept Math, Tabriz, Iran

[3] McMaster Univ, Dept Comp & Software, Hamilton, ON, Canada

来源：

OPTIMIZATION METHODS & SOFTWARE | 2010年 / 25卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

bi-parametric optimization; convex quadratic optimization; interior-point methods; optimal partition; invariancy region;

D O I：

10.1080/10556780903239568

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper, we consider the convex quadratic optimization problem with simultaneous perturbation in the right-hand side of the constraints and the linear term of the objective function with different parameters. The regions with invariant optimal partitions as well as the behaviour of the optimal value function on the regions are investigated. We show that identifying these regions can be done in polynomial time in the output size. An algorithm for identifying all invariancy regions is presented. Some implementation details as well as a numerical example are discussed.

引用

页码：229 / 245

页数：17

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