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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, John Wiley & Sons, vol. 2018(1).
    • Handle: RePEc:wly:jnljam:v:2018:y:2018:i:1:n:5204375
    DOI: 10.1155/2018/5204375
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    References listed on IDEAS

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    1. Syaripuddin & Herry Suprajitno & Fatmawati, 2017. "Extension of Wolfe Method for Solving Quadratic Programming with Interval Coefficients," Journal of Applied Mathematics, John Wiley & Sons, vol. 2017(1).
    2. Syaripuddin & Herry Suprajitno & Fatmawati, 2017. "Extension of Wolfe Method for Solving Quadratic Programming with Interval Coefficients," Journal of Applied Mathematics, Hindawi, vol. 2017, pages 1-6, September.
    3. J W Chinneck & K Ramadan, 2000. "Linear programming with interval coefficients," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 51(2), pages 209-220, February.
    4. Dorota Kuchta, 2008. "A modification of a solution concept of the linear programming problem with interval coefficients in the constraints," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(3), pages 307-316, September.
    5. Chanas, Stefan & Kuchta, Dorota, 1996. "Multiobjective programming in optimization of interval objective functions -- A generalized approach," European Journal of Operational Research, Elsevier, vol. 94(3), pages 594-598, November.
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