分布假设下的不确定标准二次优化：一种机会约束的铭文方法

IF 0.8 4区管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Operations Research Letters Pub Date : 2025-05-30 DOI:10.1016/j.orl.2025.107310

Immanuel M. Bomze , Daniel de Vicente

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引用次数: 0

摘要

标准二次型优化问题（StQP）包括在标准单纯形上最小化一个二次型。由于没有二次型的凸性和凹性，StQP是np困难的。这个问题在现实生活中有很多相关的应用，从投资组合优化到两两聚类和复制器动力学。有时，数据矩阵是不确定的。我们研究数据矩阵分布已知但数据矩阵实现后的StQP和此时此地问题都是不确定的模型。

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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Uncertain standard quadratic optimization under distributional assumptions: A chance-constrained epigraphic approach

The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many relevant real-life applications ranging from portfolio optimization to pairwise clustering and replicator dynamics.

Sometimes, the data matrix is uncertain. We investigate models where the distribution of the data matrix is known but where both the StQP after realization of the data matrix and the here-and-now problem are indefinite.

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来源期刊

Operations Research Letters 管理科学-运筹学与管理科学

CiteScore

2.10

自引率

9.10%

发文量

111

审稿时长

83 days

期刊介绍： Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.