An Interval Maximum Entropy Method for Quadratic Programming Problem
Rui Rui, Wenjuan, Cao, Dexin, Song, Xie-wu · Acta Scientiarum Naturalium Universitatis Sunyatseni · 2005
With the idea of maximum entropy function and penalty function methods, we transform the quadratic programming problem into an unconstrained differentiable optimization problem, discuss the interval extension of the maximum entropy function, provide the region deletion test rules and design an interval maximum entropy algorithm for quadratic programming problem. The convergence of the method is proved and numerical results are presented. Both theoretical and numerical results show that the method is reliable and efficient.