The exact solution of multiparametric quadratically constrained quadratic programming problems
type: Item
instance of: scholarly article
title: The exact solution of multiparametric quadratically constrained quadratic programming problems
author: Iosif Pappas
author: Nikolaos A. Diangelakis
author: Efstratios N. Pistikopoulos
published in: Journal of Global Optimization
publication date: 2021-04-28T00:00:00Z
review text: The authors consider a multiparametric optimization problem with a convex quadratic objective function, quadratic inequality and linear equality constraints. This problem type is closely related to several uncertainty issues. Using the so-called Basic Sensitivity Theorem and by applying a corresponding active-index-set strategy, they determine the optimal solution in dependence on the values of the parameters. Finally, several illustrative examples are presented.
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 49K40
zbMATH DE Number: 7340736
zbMATH Keywords: quadratically constrained quadratic programming
zbMATH Keywords: global optimization
zbMATH Keywords: multiparametric programming
zbMATH Keywords: flexibility analysis
reviewed by: Jan-Joachim Rückmann
describes a project that uses: POP
describes a project that uses: PAROC
describes a project that uses: SageMath
describes a project that uses: MPT
describes a project that uses: ANTIGONE
describes a project that uses: ARGONAUT
MaRDI profile type: Publication
full work available at URL: s10898-020-00933-9
OpenAlex ID: W3044764769
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The exact solution of multiparametric quadratically constrained quadratic programming problems (DOI)
DOI: 10.1007/S10898-020-00933-9