区间凸二次规划问题弱最优解的判别

Checking weak optimality solution of interval convex quadratic program

基于凸二次规划中的KKT条件,讨论了带区间数的凸二次规划的最优解问题.针对约束域为不等式且变量有符号限制的区间凸二次规划,给出了检验弱可行解是否为弱最优解的充要条件.

Investigates the optimal solution of interval convex quadratic program based on the KKT conditions of convex quadratic program.Presents a sufficient and necessary condition for checking weak optimality of a given weak feasible solution for the interval convex quadratic program,which feasible region consists of inequalities with sign-restricted variables.