An Improving Procedure of the Numerical Solution Method for Interval Quadratic Programming
Li Wei · 2009
Recently, some interesting numerical methods for interval quadratic programming problem have been developed in [11] and [12]. However, the solution procedures in [11] and[12] require some additional variables, and hence the size of the original problem is greatly enlarged. This paper propose a practical modification of the numerical solution methods proposed in [11] and [12]. The new method working space is the space of the original variables. No additional variables are required. This modification leads to a considerable reduction of the computation cost. Illustrative numerical examples are also presented.