Application of Stochastic Programming Technique to Solve Interval Quadratic Programming Problem

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Shaveta Kumari ◽  
Saurabh Srivastava
Keyword(s):  
Stochastic Programming ◽  
Quadratic Programming ◽  
Programming Problem ◽  
Quadratic Programming Problem ◽  
Programming Technique ◽  
Interval Quadratic Programming

scholarly journals Solving Interval Quadratic Programming Problems by Using the Numerical Method and Swarm Algorithms

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-11 ◽  
Author(s):  
M. A. Elsisy ◽  
D. A. Hammad ◽  
M. A. El-Shorbagy
Keyword(s):  
Quadratic Programming ◽  
Numerical Method ◽  
Programming Problem ◽  
Numerical Solutions ◽  
Quadratic Programming Problem ◽  
New Approach ◽  
Swarm Algorithms ◽  
Quadratic Programming Problems ◽  
Chaotic Particle Swarm Optimization ◽  
Interval Quadratic Programming

In this paper, we present a new approach which is based on using numerical solutions and swarm algorithms (SAs) to solve the interval quadratic programming problem (IQPP). We use numerical solutions for SA to improve its performance. Our approach replaced all intervals in IQPP by additional variables. This new form is called the modified quadratic programming problem (MQPP). The Karush–Kuhn–Tucker (KKT) conditions for MQPP are obtained and solved by the numerical method to get solutions. These solutions are functions in the additional variables. Also, they provide the boundaries of the basic variables which are used as a start point for SAs. Chaotic particle swarm optimization (CPSO) and chaotic firefly algorithm (CFA) are presented. In addition, we use the solution of dual MQPP to improve the behavior and as a stopping criterion for SAs. Finally, the comparison and relations between numerical solutions and SAs are shown in some well-known examples.

A kernel path algorithm for general parametric quadratic programming problem

2021 ◽  
Vol 116 ◽  
pp. 107941
Author(s):  
Bin Gu ◽  
Ziran Xiong ◽  
Shuyang Yu ◽  
Guansheng Zheng
Keyword(s):  
Quadratic Programming ◽  
Programming Problem ◽  
Quadratic Programming Problem ◽  
Parametric Quadratic Programming
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