The aim of this paper is to show how a wide class of generalized quadratic programs can be solved, in a unifying framework, by means of the so-called optimal level solutions method. In other words, the problems are solved by analyz- ing, explicitly or implicitly, the optimal solutions of particular quadratic strictly convex parametric subproblems. In particular, it is pointed out that some of these problems share the same set of optimal level solutions. A solution algorithm is pro- posed and fully described. The results achieved are then deepened in the particular case of box constrained problems.
A Unifying Approach to Solve a Class of Parametrically-Convexifiable Problems
CAMBINI, RICCARDO;SODINI, CLAUDIO
2007-01-01
Abstract
The aim of this paper is to show how a wide class of generalized quadratic programs can be solved, in a unifying framework, by means of the so-called optimal level solutions method. In other words, the problems are solved by analyz- ing, explicitly or implicitly, the optimal solutions of particular quadratic strictly convex parametric subproblems. In particular, it is pointed out that some of these problems share the same set of optimal level solutions. A solution algorithm is pro- posed and fully described. The results achieved are then deepened in the particular case of box constrained problems.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
