A New Approach for Solving Interval Quadratic Programming Problem

Iranian Journal of Optimization

مقاله 9، دوره 11، شماره 1، شهریور 2019، صفحه 67-75   

نوع مقاله: Research Paper

نویسندگان

N. A. Taghi-Nezhad¹؛ Fatemeh Taleshian^{* 2}؛ M. Shahini¹

¹Department of Mathematics, Faculty of basic sciences, Gonbad Kavous University, Gonbad, Iran

²Department of Mathematics, Shahrood University of Technology, Iran

چکیده

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.

کلیدواژه‌ها

Quadratic programming؛ Interval number؛ Interval programming؛ Interval quadratic programming

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