An algorithm for piece-wise indefinite quadratic programming problem

IF 0.5 Q4 ECONOMICS

Croatian Operational Research Review Pub Date : 2020-07-02 DOI:10.17535/crorr.2020.0004

R. Arora, Kavita Gupta

引用次数: 0

Abstract

An indefinite quadratic programming problem is a mathematical programming problem which is a product of two linear factors. In this paper, the piece-wise indefinite quadratic programming problem (PIQPP) is considered. Here, the objective function is a product of two continuous piecewise linear functions defined on a non-empty and compact feasible region. In the present paper, the optimality criterion is derived and explained in order to solve PIQPP. While solving PIQPP, we will come across certain variables which will not satisfy the optimality condition. For these variables, cases have been elaborated so as to move from one basic feasible solution to another till we reach the optimality. An algorithmic approach is proposed and discussed for the pr PIQPP problem. A numerical example is presented to decipher the tendered method.

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分段不定二次规划问题的一种算法

不定二次规划问题是一个数学规划问题，它是两个线性因子的乘积。本文研究了分段不定二次规划问题(PIQPP)。这里，目标函数是定义在非空紧可行域上的两个连续分段线性函数的乘积。本文推导并解释了PIQPP问题的最优性准则。在求解PIQPP时，我们会遇到一些不满足最优性条件的变量。对于这些变量，已经详细阐述了案例，以便从一个基本可行解移动到另一个基本可行解，直到我们达到最优。提出并讨论了一种求解pr - PIQPP问题的算法。给出了一个数值算例来解译该方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Croatian Operational Research Review ECONOMICS-

CiteScore

1.40

自引率

0.00%

发文量

审稿时长

22 weeks

期刊介绍： Croatian Operational Research Review (CRORR) is the journal which publishes original scientific papers from the area of operational research. The purpose is to publish papers from various aspects of operational research (OR) with the aim of presenting scientific ideas that will contribute both to theoretical development and practical application of OR. The scope of the journal covers the following subject areas: linear and non-linear programming, integer programing, combinatorial and discrete optimization, multi-objective programming, stohastic models and optimization, scheduling, macroeconomics, economic theory, game theory, statistics and econometrics, marketing and data analysis, information and decision support systems, banking, finance, insurance, environment, energy, health, neural networks and fuzzy systems, control theory, simulation, practical OR and applications. The audience includes both researchers and practitioners from the area of operations research, applied mathematics, statistics, econometrics, intelligent methods, simulation, and other areas included in the above list of topics. The journal has an international board of editors, consisting of more than 30 editors – university professors from Croatia, Slovenia, USA, Italy, Germany, Austria and other coutries.