Content area

Abstract

In this paper we examine non-convex quadratic optimization problems over a quadratic constraint under unknown but bounded interval perturbation of problem data in the constraint and develop criteria for characterizing robust (i.e. uncertainty-immunized) global solutions of classes of non-convex quadratic problems. Firstly, we derive robust solvability results for quadratic inequality systems under parameter uncertainty. Consequently, we obtain characterizations of robust solutions for uncertain homogeneous quadratic problems, including uncertain concave quadratic minimization problems and weighted least squares. Using homogenization, we also derive characterizations of robust solutions for non-homogeneous quadratic problems.[PUBLICATION ABSTRACT]

Details

Title
Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty
Author
Jeyakumar, V; Li, G Y
Pages
209-226
Publication year
2013
Publication date
Feb 2013
Publisher
Springer Nature B.V.
ISSN
09255001
e-ISSN
15732916
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
1283138267
Copyright
Springer Science+Business Media New York 2013