完全型区间系数二次规划的数值解法  

A Numerical Solution Method to Fully Interval Quadratic Programming

作　　者：田小丽[1] 李炜[1] 蔡逸凡[1] 

机构地区：[1]杭州电子科技大学理学院,浙江杭州310018

出　　处：《杭州电子科技大学学报（自然科学版）》2008年第1期90-92,共3页Journal of Hangzhou Dianzi University：Natural Sciences

基　　金：浙江省自然科学基金资助项目(Y606026)

摘　　要：讨论了完全型区间系数二次规划的数值解法。首先,将完全型区间系数二次规划的解问题转化为求目标函数在可行域上的上下界,将其求解转化成两个传统二次规划的求解。其次,分别给出目标函数中二次项系数为区间对角阵及为一般区间矩阵的完全型区间系数二次规划的求解方法。最后,利用算例详细诠释了数值算法思想和具体求解方法。This paper discusses the fully interval quadratic programming problems where the coefficients of objective function,constraint functions and right-hand side are interval numbers.First,the question is changed into finding the upper and lower bound of the objective value.Second,the numerical solution method for the problems with both diagonal interval matrix and generic interval matrix are described separately.Finally,some examples illustrate the whole idea and the solution procedure.

关 键 词：区间数 二次规划 数值解法 

分 类 号：O221[理学—运筹学与控制论]