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

Author

Listed:
  • Syaripuddin
  • Herry Suprajitno
  • Fatmawati

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.

Suggested Citation

  • Syaripuddin & Herry Suprajitno & Fatmawati, 2018. "Solution of Quadratic Programming with Interval Variables Using a Two-Level Programming Approach," Journal of Applied Mathematics, Hindawi, vol. 2018, pages 1-7, July.
    • Handle: RePEc:hin:jnljam:5204375
    DOI: 10.1155/2018/5204375
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