SOLUTION OF MULTI-PARAMETRIC PROBLEMS OF QUADRATIC PROGRAMMING BY USING DIFFERENTIAL TRANSFORMATIONS
Keywords:
multi-parametric quadratic programming problems, optimality conditions, simplex transformations, multidimensional differential transformationsAbstract
A method is proposed for solving multi-parametric quadratic programming problems using multidimensional differential transformations and the simplex method. In the considered problem of multi-parameter quadratic programming, multi-parameter functions are: the coefficients of the objective function, free members of the constraints, and also the coefficients of the constraints.