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JOURNALS // Dal'nevostochnyi Matematicheskii Zhurnal // Archive

Dal'nevost. Mat. Zh., 2014 Volume 14, Number 2, Pages 270–279 (Mi dvmg292)

Minimization of an interval quadratic function in a Hilbert space

V. O. Filippovaab

a Institute of Applied Mathematics, Far-Eastern Branch of the Russian Academy of Sciences, Vladivostok
b Far Eastern Federal University, Vladivostok

Abstract: The problem of finding the minimum of a quadratic function with interval coefficients is considered. The concept of a $p$-universal solution to this problem is offered. The existence and uniqueness of $p$-universal solutions to the interval problem of minimization of a quadratic function is proved, an algorithm for finding them and their comparison are presented. As an application of the results the interval boundary value problem for the Poisson equation is examined.

Key words: interval problems, quadratic function, Lagrange principle.

UDC: 519.7+519.8

MSC: Primary 30A10; Secondary 30C10

Received: 07.03.2014



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