A New Approach for Solving Interval Quadratic Programming Problem

2017/12/28 by Nemat Allah Taghi-Nezhad, Taghi Nezhad, Nemat Allah, Fatemeh Taleshian +3
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Fuzzy Systems and Optimization #Interval number #Interval programming #Interval quadratic programming #Numerical Methods and Algorithms #Quadratic programming

paper · doi:10.82521/ijo.2019.1018659

openalex publication_date 2017/12/28 · openalex created_date 2018/08/03 · openalex updated_date 2026/07/07

Abstract

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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