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A Novel Method of Solving a Quadratic Programming Problem Under Stochastic Conditions

机译:一种在随机条件下解决二次规划问题的新方法

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摘要

The optimization problem calculates an accurate solution, and the result of inequality constraints results in an approximate solution. The new method is developed under stochastic conditions to give an optimal expected value for the linear programming problem of downscaling data generated through an autoregressive integrated moving average (ARIMA) model. In this chapter, we predict future values using the ARIMA model for specified optimization problems. Wolfe's modified method is adopted to solve the linear programming problem under stochastic conditions.
机译:优化问题计算精确的解决方案,并且不等式约束的结果导致近似解。在随机条件下开发了新方法,以提供通过自回归集成移动平均(ARIMA)模型生成的较令人划分数据的线性规划问题的最佳预期值。在本章中,我们使用Arima模型来预测未来的值,用于指定的优化问题。采用Wolfe的修改方法来解决随机条件下的线性规划问题。

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