ARTICLE
Global optimality condition for quadratic optimization problems under data uncertainty
- Positivity , 25 : 1027-1044
Lien de l'article :
https://doi.org/10.1007/s11117-020-00799-x
Discipline :
Mathématiques, Physique, Chimie et Informatique
Auteur(s) :
Moussa Barro, Ali Ouedraogo, Sado Traoré
Auteur(s) tagués :
TRAORE Sado
BARRO Moussa
Renseignée par : BARRO Moussa
Résumé
In this paper, we establish a robust version of the S-lemma that we use to characterize robust solutions for classes of homogeneous and non-homogeneous quadratic problems with a quadratic inequality constraint under interval uncertainty and a linear equality constraint. Necessary and sufficient conditions of global optimality of robust solution of these problems are given.
Mots-clés
global optimality conditions, quadratic programming, data uncertainty, interval uncertainty, quadratic inequality constraints, linear equality constraints, robust solutions