Solution of Quadratic Programming with Interval Variables Using a Two-Level Programming Approach

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

Quadratic programming with interval variables is developed from quadratic programming with interval coefficients to obtain optimum solution in interval form, both the optimum point and optimum value. In this paper, a two-level programming approach is used to solve quadratic programming with interval variables. Procedure of two-level programming is transforming the quadratic programming model with interval variables into a pair of classical quadratic programming models, namely, the best optimum and worst optimum problems. The procedure to solve the best and worst optimum problems is also constructed to obtain optimum solution in interval form.

Original languageEnglish
Article number5204375
JournalJournal of Applied Mathematics
Volume2018
DOIs
Publication statusPublished - 2018

Fingerprint

Dive into the research topics of 'Solution of Quadratic Programming with Interval Variables Using a Two-Level Programming Approach'. Together they form a unique fingerprint.

Cite this