Izvorni znanstveni članak
https://doi.org/10.17535/crorr.2020.0004
An algorithm for piece-wise indefinite quadratic programming problem
Ritu Arora
orcid.org/0000-0002-6078-739X
; Department of Mathematics, Keshav Mahavidyalaya, University of Delhi, India
Kavita Gupta
; Department of Mathematics, Kirori Mal College, University of Delhi, India
Sažetak
An indefinite quadratic programming problem is a mathematical programming problem which is a product of two linear factors. In this paper, the piecewise 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 PIQPP problem. A numerical example is presented to decipher the tendered method.
Ključne riječi
indefinite quadratic programming problem; optimal solution; piece-wise indefinite quadratic function; quasi-concave function
Hrčak ID:
240682
URI
Datum izdavanja:
7.7.2020.
Posjeta: 904 *