A New Approach for Solving Interval Quadratic Programming Problem

الموضوعات :

نعمت اله تقی نژاد ¹ ( Department of Mathematics, Faculty of basic sciences, Gonbad Kavous University, Gonbad, Iran )
فاطمه تالشیان ² ( Department of Mathematics, Shahrood University of Technology, Iran )
مهدی شهینی ³ ( Department of Mathematics, Faculty of basic sciences, Gonbad Kavous University, Gonbad, Iran )

تاريخ الإرسال : 10 الخميس , ربيع الثاني, 1439 تاريخ التأكيد : 02 الأحد , ذو القعدة, 1439 تاريخ الإصدار : 27 السبت , رمضان, 1440

الکلمات المفتاحية: Quadratic programming, Interval number, Interval programming, Interval quadratic programming,

ملخص المقالة :

This paper discusses an Interval Quadratic Programming (IQP) problem, where the constraints coefficients and the right-hand sides are represented by interval data. First, the focus is on a common method for solving Interval Linear Programming problem. Then the idea is extended to the IQP problem. Based on this method each IQP problem is reduced to two classical Quadratic Programming (QP) problems. Afterwards these classical problems are solved using the SQP algorithm and the numerical results are presented.

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