Unconstrained Quadratic Programming Problem with Uncertain Parameters

Unconstrained Quadratic Programming Problem with Uncertain Parameters

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Sie Long Kek

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Harley Ooi

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Fong Peng Lim

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Unconstrained Quadratic Programming Problem with Uncertain Parameters

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Abstract

In this paper, an unconstrained quadratic programming problem with uncertain parameters is discussed. For this purpose, the basic idea of optimizing the unconstrained quadratic programming problem is introduced. The solution method of solving linear equations could be applied to obtain the optimal solution for this kind of problem. Later, the theoretical work on the optimization of the unconstrained quadratic programming problem is presented. By this, the model parameters, which are unknown values, are considered. In this uncertain situation, it is assumed that these parameters are normally distributed; then, the simulation on these uncertain parameters are performed, so the quadratic programming problem without constraints could be solved iteratively by using the gradient-based optimization approach. For illustration, an example of this problem is studied. The computation procedure is expressed, and the result obtained shows the optimal solution in the uncertain environment. In conclusion, the unconstrained quadratic programming problem, which has uncertain parameters, could be solved successfully.

References

4 Cites in Article

Reference Format

B Carl,H Moskowitz,H Furtan (1977). Quadratic Programming Applications.
P Guo,G Huang,Y Li (2008). Interval stochastic quadratic programming approach for municipal solid waste management.
Sunarsih Sunarsih,Sutrisno Sutrisno (2019). Multi-period Quadratic Programming Model for Sewon-Bantul Facultative Ponds Optimization.
Jing Zhou (2020). A New Spatial Branch and Bound Algorithm for Quadratic Program with One Quadratic Constraint and Linear Constraints.

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

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No ethics committee approval was required for this article type.

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Not applicable for this article.

How to Cite This Article

sie_long_kek. 2021. \u201cUnconstrained Quadratic Programming Problem with Uncertain Parameters\u201d. Global Journal of Research in Engineering - I: Numerical Methods GJRE-I Volume 21 (GJRE Volume 21 Issue I1).

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GJRE Volume 21 Issue I1

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Journal Specifications

Crossref Journal DOI 10.17406/gjre

Print ISSN 0975-5861

e-ISSN 2249-4596

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Classification

GJRE-I Classification FOR Code: 010399

Submission ReceivedDecember 14, 2020
Peer Review Double Blind
Handling Editor
Accepted January 4, 2021
Published January 15, 2021

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v1.2

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September 30, 2021

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