Solution of Quadratic Programming with Interval Variables Using a Two-Level Programming Approach
Author(s) -
Syaripuddin,
Herry Suprajitno,
Fatmawati Fatmawati
Publication year - 2018
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2018/5204375
Subject(s) - quadratic programming , interval (graph theory) , quadratically constrained quadratic program , mathematics , sequential quadratic programming , mathematical optimization , quadratic equation , second order cone programming , combinatorics , convex optimization , regular polygon , geometry
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.
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