A New Approach for Solving Interval Quadratic Programming Problem
محورهای موضوعی : Non linear ProgrammingNemat Allah Taghi Nezhad 1 , Fatemeh Taleshian 2 , Mehdi Shahini 3
1 - Department of Mathematics, Faculty of basic sciences, Gonbad Kavous University, Gonbad, Iran
2 - Department of Mathematics, Shahrood University of Technology, Iran
3 - Department of Mathematics, Faculty of basic sciences, Gonbad Kavous University, Gonbad, Iran
کلید واژه: Quadratic programming, Interval number, Interval programming, Interval quadratic programming,
چکیده مقاله :
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.
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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